# EDGAR Filing Document

**Accession Number:** 0000916620
**File Stem:** 0002066578-26-001906
**Filing Date:** 2026-5
**Character Count:** 1622576
**Document Hash:** 1798bceb3925a9971465612c9992bf80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-001906.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0002066578-26-001906

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08236
- **FILM NUMBER:** 261034964

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3146171873.12

**Total Liabilities:** $157341795.82

**Net Assets:** $2988830077.30

**Delayed Delivery Securities:** $154752338.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 28.600910437198 | **1-Year:** 46733.573055240186 | **5-Year:** 264838.996864536151 | **10-Year:** 411691.237672381474 | **30-Year:** 164866.267733797874

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000043366 | 0.12%                | 1.60%                | -1.78%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25386.90                | $-5817182.80                               |
| Month 2  | $-466520.61              | $36247964.11                               |
| Month 3  | $-595339.02              | $-60731121.16                              |

**Designated Index Information**

- **Index Name:** BBG US Aggregate

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                          | Title                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179M5K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66460 | PA      | $59049.50     | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222849 | PA      | $208711.33    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425867 | PA      | $386100.44    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA L 3.05%                     | ENTERGY LOUISIANA L 3.05%                     | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    950000 | PA      | $883836.83    | 0.03%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.75%                        | DUKE ENERGY CORP 3.75%                        | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88549.12     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG VAR                     | BENCHMARK 2018-B2 MTG VAR                     | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147852.56    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 3.25%                           | BOEING CO/THE 3.25%                           | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53812.49     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 6.125%                            | NUTRIEN LTD 6.125%                            | CUSIP: 008916AJ7<br>LEI: 549300PKXJDXRXJ9S290 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $208701.19    | 0.01%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 5.30%                      | CONAGRA BRANDS INC 5.30%                      | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185994.52    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XNVM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68882 | PA      | $64825.01     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5JN6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    112421 | PA      | $106753.83    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XYGU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538313 | PA      | $517066.89    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418DKL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197633 | PA      | $193169.40    | 0.01%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.30%                     | UNITED PARCEL SERV. 5.30%                     | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    377000 | PA      | $353099.30    | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 7.00%                      | GINNIE MAE II POOL 7.00%                      | CUSIP: 36179YHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144410 | PA      | $150339.16    | 0.01%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QTHW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708290 | PA      | $746694.72    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS I 6.40%                     | QUEST DIAGNOSTICS I 6.40%                     | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217697.00    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LKQ CORP 5.75%                                | LKQ CORP 5.75%                                | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203551.42    | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XMXW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253763 | PA      | $260490.48    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 4.75%                     | PROVINCE OF BRITISH 4.75%                     | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $254012.95    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.65%                     | AMERICAN EXPRESS CR 4.65%                     | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100747.83    | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA 5.439%                     | BANCO SANTANDER SA 5.439%                     | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $411436.52    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 5.00%                     | FREDDIE MAC MULTIFA 5.00%                     | CUSIP: 3137HDUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $154457.40    | 0.01%             | 2034-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254834.68    | 0.01%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHS. INC 4.90%                        | ROPER TECHS. INC 4.90%                        | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386218.34    | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.00%                           | KROGER CO/THE 5.00%                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789890.33    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 3.75%                       | SHELL FIN. US INC 3.75%                       | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $175916.51    | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL. IN 5.20%                     | PRUDENTIAL FINL. IN 5.20%                     | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403083.89    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EXETER AUTOMOBILE R 5.57%                     | EXETER AUTOMOBILE R 5.57%                     | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25168.79     | 0.00%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 4.86%                     | EXETER AUTOMOBILE R 4.86%                     | CUSIP: 30166XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50289.80     | 0.00%             | 2030-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 6.00%                      | BLACKSTONE PRIVATE 6.00%                      | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186970.29    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ASIAN DEV. BANK 4.125%                        | ASIAN DEV. BANK 4.125%                        | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1750000 | PA      | $1764383.16   | 0.06%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35%                            | NISOURCE INC 5.35%                            | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302041.04    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36295GLK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136888 | PA      | $122967.72    | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503722 | PA      | $456672.55    | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERA 4.20%                     | MOLSON COORS BEVERA 4.20%                     | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234282.20    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.60%                     | FREDDIE MAC MULTIFA 3.60%                     | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    148990 | PA      | $147602.44    | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER. M VAR                     | WELLS FARGO COMMER. M VAR                     | CUSIP: 95001LAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148613.93    | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $198738.14    | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186321 | PA      | $177533.13    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    183989 | PA      | $175462.90    | 0.01%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 3.50%                     | CHILE GOV. INTL. BO 3.50%                     | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    210000 | PA      | $149908.50    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5HY4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    100016 | PA      | $93190.61     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125083 | PA      | $108035.16    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 2.725%                     | WELLS FARGO COMMER 2.725%                     | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93351.84     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2500 | PA      | $2310.80      | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.375%                              | AMGEN INC 3.375%                              | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $281481.50    | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 4.20%                        | COCA-COLA CO/THE 4.20%                        | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246405.36    | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 6.20%                         | ALTRIA GRP. INC 6.20%                         | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521495.45    | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.15%                     | UNITEDHEALTH GRP. I 5.15%                     | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302557.93    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.60%                          | ELI LILLY & CO 4.60%                          | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494941.97    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.65%                           | KROGER CO/THE 5.65%                           | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92719.13     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL. HLDGS 6.35%                     | FAIRFAX FINL. HLDGS 6.35%                     | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201526.01    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.35%                     | TOYOTA MOTOR CREDIT 4.35%                     | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501482.28    | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300325 | PA      | $297707.82    | 0.01%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN. USA 4.50%                      | RIO TINTO FIN. USA 4.50%                      | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $251190.32    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC 6.25%                       | BROWN & BROWN INC 6.25%                       | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199435.31    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP. P F2V                     | LLOYDS BANKING GRP. P F2V                     | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $792745.45    | 0.03%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4NE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220176 | PA      | $231217.10    | 0.01%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118890 | PA      | $112372.61    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YPTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221578 | PA      | $201448.03    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5DX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    237802 | PA      | $223295.50    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132A2UQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16047 | PA      | $16217.49     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414978 | PA      | $372681.60    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 3.50%                     | ANHEUSER-BUSCH INBE 3.50%                     | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289900.13    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 2.61%                        | EXXON MOBIL CORP 2.61%                        | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $943560.02    | 0.03%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELL 2.517%                     | PRESIDENT AND FELL 2.517%                     | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $180565.45    | 0.01%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $848682.65    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KLHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533382 | PA      | $457997.08    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 1.95%                          | SALESFORCE INC 1.95%                          | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261975.08    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 2.05%                        | WELLTOWER OP LLC 2.05%                        | CUSIP: 95040QAN4<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63018.71     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133AW4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897546 | PA      | $801997.41    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAIL 4.40%                     | CANADIAN NATL. RAIL 4.40%                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $249109.06    | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO 5.85%                     | AMERICAN EXPRESS CO 5.85%                     | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511869.60    | 0.02%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.375%                             | HUMANA INC 5.375%                             | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303224.33    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 31294NP52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20835 | PA      | $20759.73     | 0.00%             | 2027-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132AC2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114628 | PA      | $109787.42    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131Y1M72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99197 | PA      | $97557.21     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5J22<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     86563 | PA      | $84995.06     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XLGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250758 | PA      | $229603.82    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5CV5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     85994 | PA      | $78615.23     | 0.00%             | 2044-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WNL69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187794 | PA      | $184950.49    | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2768139 | PA      | $2383101.48   | 0.08%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.40%                              | ABBVIE INC 5.40%                              | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668399.91    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293577 | PA      | $290135.31    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WHBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87603 | PA      | $84172.16     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 3617G5AB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34405 | PA      | $33767.92     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.505%                     | FREDDIE MAC MULTIF 3.505%                     | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $147420.78    | 0.00%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5FL4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    530388 | PA      | $478586.46    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y0SE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148441 | PA      | $142165.92    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.30%                        | CROWN CASTLE INC 3.30%                        | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187391.67    | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EOG RES. INC 4.95%                            | EOG RES. INC 4.95%                            | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88432.20     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.50%                        | T-MOBILE USA INC 4.50%                        | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322965.21    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642548 | PA      | $527021.53    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 1.39%                     | CAPITAL ONE MULTI-A 1.39%                     | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $141015.41    | 0.00%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140XCZN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660837 | PA      | $595895.95    | 0.02%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.35%                               | APPLE INC 3.35%                               | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428478.50    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MOODY S CORP 4.25%                            | MOODY S CORP 4.25%                            | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485440.78    | 0.02%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 5.40%                            | QUALCOMM INC 5.40%                            | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312187.90    | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XJNC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1393700 | PA      | $1408642.19   | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.35%                              | ABBVIE INC 5.35%                              | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194668.28    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36296R2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2175 | PA      | $2262.44      | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M8Z80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156246 | PA      | $158106.56    | 0.01%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W1GA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167250 | PA      | $153062.19    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407BWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21059 | PA      | $21251.08     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.65%                     | FLORIDA POWER & LIG 5.65%                     | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    335000 | PA      | $352318.23    | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36241KQZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28354 | PA      | $29479.60     | 0.00%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49950 | PA      | $51338.15     | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 312929KV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75885 | PA      | $77824.49     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3128MMPY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15371 | PA      | $15229.84     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 31297LHM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68849 | PA      | $69272.15     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138EMZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18685 | PA      | $18556.07     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YSTF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182875 | PA      | $165740.67    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q7VN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705025 | PA      | $675217.86    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XYV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110253 | PA      | $102729.55    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5FS9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    147176 | PA      | $132747.87    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JQN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123136 | PA      | $115833.72    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2.469%                        | FANNIE MAE-ACES 2.469%                        | CUSIP: 3136B56M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     89887 | PA      | $85436.16     | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 4.50%                     | ANHEUSER-BUSCH INBE 4.50%                     | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176313.27    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 2.80%                     | CHARTER COMMS. OPER 2.80%                     | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    650000 | PA      | $583574.39    | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303681 | PA      | $258766.10    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8KM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628313 | PA      | $513965.56    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP 4.125%                             | UNUM GROUP 4.125%                             | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147215.64    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPS. LP 2.95%                     | ESSENTIAL PROPS. LP 2.95%                     | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90076.85     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO 5.15%                     | MARSH & MCLENNAN CO 5.15%                     | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505940.84    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.00%                              | INTEL CORP 5.00%                              | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403563.82    | 0.01%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.95%                              | ABBVIE INC 4.95%                              | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510769.55    | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31406RRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6432 | PA      | $6641.27      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36296QV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79879 | PA      | $80869.01     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418MV90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15897 | PA      | $16625.81     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410LBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23485 | PA      | $24636.72     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. INT 3.70%                     | PHILIPPINE GOV. INT 3.70%                     | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $397536.56    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.90%                     | FREDDIE MAC MULTIFA 3.90%                     | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $149236.44    | 0.00%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5DW2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    152771 | PA      | $137734.50    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 2.875%                      | GENERAL MILLS INC 2.875%                      | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    218000 | PA      | $203356.64    | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.05%                                | VISA INC 2.05%                                | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367650.63    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. INC 4.35%                     | BROOKFIELD FIN. INC 4.35%                     | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $492120.10    | 0.02%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 3.45%                     | AMERICAN WATER CAP. 3.45%                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8352.03      | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334X5M7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    861473 | PA      | $798540.83    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GRP. INC 4.625%                       | EXPEDIA GRP. INC 4.625%                       | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300247.00    | 0.01%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC 2.50%                     | EAGLE MATERIALS INC 2.50%                     | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89312.14     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| DELL INTL. LLC / EM 8.35%                     | DELL INTL. LLC / EM 8.35%                     | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    223000 | PA      | $276025.69    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 3.40%                            | ENBRIDGE INC 3.40%                            | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $201232.81    | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMB 3.125%                     | SUZANO AUSTRIA GMB 3.125%                     | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $351768.60    | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    681415 | PA      | $592936.50    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 6.00%                            | QUALCOMM INC 6.00%                            | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203418.92    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO 5.45%                     | MARSH & MCLENNAN CO 5.45%                     | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376430.76    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 5.55%                     | BRISTOL-MYERS SQUIB 5.55%                     | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $674034.27    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIB 5.65%                     | BRISTOL-MYERS SQUIB 5.65%                     | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193777.93    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.00%                                 | HCA INC 6.00%                                 | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289561.08    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508403.03    | 0.02%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 4.75%                     | ABBOTT LABORATORIES 4.75%                     | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91884.58     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84584 | PA      | $79822.36     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WKTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37116 | PA      | $36705.62     | 0.00%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.80%                             | ORACLE CORP 2.80%                             | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6879.86      | 0.00%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76258.32     | 0.00%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843555 | PA      | $716849.11    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133A9RU1<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    604192 | PA      | $492075.56    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8UM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441902 | PA      | $361633.92    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207786 | PA      | $191291.56    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 1.50%                          | SALESFORCE INC 1.50%                          | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1220480.94   | 0.04%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COS INC/TH 4.65%                     | WILLIAMS COS INC/TH 4.65%                     | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592840.30    | 0.02%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 5.50%                      | VERIZON COMMS. INC 5.50%                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189038.77    | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HCA INC 6.10%                                 | HCA INC 6.10%                                 | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193076.82    | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYS. INC 5.35%                          | CISCO SYS. INC 5.35%                          | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462860.18    | 0.02%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05%                              | ABBVIE INC 5.05%                              | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $913459.24    | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138XYRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42822 | PA      | $42157.55     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.45%                         | MCDONALD S CORP 4.45%                         | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166796.75    | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 3.61%                         | FANNIE MAE-ACES 3.61%                         | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    124715 | PA      | $121102.98    | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XYHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131551 | PA      | $122464.60    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL. FIN. III 4.20%                      | LYB INTL. FIN. III 4.20%                      | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24696.08     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKB81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527200 | PA      | $452083.45    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133D3VP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435130 | PA      | $371121.83    | 0.01%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP 1.70%                       | HORMEL FOODS CORP 1.70%                       | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473821.82    | 0.02%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP 3.05%                       | HORMEL FOODS CORP 3.05%                       | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63631.71     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.875%                       | T-MOBILE USA INC 3.875%                       | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1490022.54   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CI FINL. CORP 4.10%                           | CI FINL. CORP 4.10%                           | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $66319.56     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1910210 | PA      | $1644400.53   | 0.06%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 1.125%                     | INTER-AMERICAN DEV 1.125%                     | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    197000 | PA      | $185391.87    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31403RPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17768 | PA      | $17742.15     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36292EBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5077 | PA      | $5261.65      | 0.00%             | 2036-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $256709.08    | 0.01%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 5.17%                     | HONDA AUTO RECEIVAB 5.17%                     | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50631.08     | 0.00%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 5.20%                     | BRISTOL-MYERS SQUIB 5.20%                     | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512604.43    | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 5.45%                     | AMERICAN WATER CAP. 5.45%                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284338.65    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 4.375%                     | KREDITANSTALT FUER 4.375%                     | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1500000 | PA      | $1514912.87   | 0.05%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $513779.23    | 0.02%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.125%                     | REPUBLIC OF POLAND 5.125%                     | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $1004913.90   | 0.03%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $98943.91     | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 31329MJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139431 | PA      | $134526.90    | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3131WLP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51336 | PA      | $51844.69     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.25%                              | FEDEX CORP 4.25%                              | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94009.62     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP 5.576%                               | FOX CORP 5.576%                               | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    490000 | PA      | $451604.42    | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 3.00%                             | EQUINOR ASA 3.00%                             | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     52000 | PA      | $51484.25     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140QBBJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240655 | PA      | $230250.35    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 1.94%                     | FREDDIE MAC MULTIFA 1.94%                     | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $81241.43     | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620ARCX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86687 | PA      | $85501.11     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KCFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104771 | PA      | $89011.61     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.00%                        | T-MOBILE USA INC 3.00%                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219337.72    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 3.729%                     | WELLS FARGO COMMER 3.729%                     | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $193867.56    | 0.01%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.519%                     | FREDDIE MAC MULTIF 2.519%                     | CUSIP: 3137FNB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $285529.20    | 0.01%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL 3.625%                      | HALEON US CAPITAL 3.625%                      | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563787.97    | 0.02%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 5.834%                          | BAT CAP. CORP 5.834%                          | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418591.20    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129124 | PA      | $115033.12    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $516232.66    | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 3.95%                     | CHARTER COMMS. OPER 3.95%                     | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    240000 | PA      | $141014.24    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 2.891%                     | UNION PACIFIC CORP 2.891%                     | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251726.03    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINL. GR 2.625%                     | JEFFERIES FINL. GR 2.625%                     | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347873.49    | 0.01%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132DNXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    618384 | PA      | $586537.82    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INV. BANK 4.375%                       | NORDIC INV. BANK 4.375%                       | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $707122.85    | 0.02%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128P7L43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11988 | PA      | $12055.91     | 0.00%             | 2029-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132D6DM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49243 | PA      | $50243.88     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 6.338%                      | MEXICO GOV. INTL. 6.338%                      | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $464625.00    | 0.02%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RA 4.95%                     | CANADIAN PACIFIC RA 4.95%                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91263.90     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPE 5.125%                     | PUBLIC STORAGE OPE 5.125%                     | CUSIP: 74460WAF4<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307123.71    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700533 | PA      | $710179.34    | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418EN97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130673 | PA      | $131811.47    | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES F2F                     | HUNTINGTON BANCSHARES F2F                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518709.47    | 0.02%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 6.04%                     | SANTANDER DRIVE AUT 6.04%                     | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51045.94     | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV F2F                              | ING GROEP NV F2F                              | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210947.27    | 0.01%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418864.41    | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230814 | PA      | $238874.73    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J M SMUCKER CO/THE 6.50%                      | J M SMUCKER CO/THE 6.50%                      | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103913.89    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128M6JC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22796 | PA      | $23480.08     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD D 5.70%                     | KONINKLIJKE AHOLD D 5.70%                     | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    116000 | PA      | $115921.14    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36178DT35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400250 | PA      | $367481.24    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417D2J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754969 | PA      | $691758.05    | 0.02%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36178NB65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37796 | PA      | $35515.07     | 0.00%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144588 | PA      | $139925.90    | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133G64B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166911 | PA      | $157943.85    | 0.01%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6JH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689743 | PA      | $620038.01    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KKGL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362535 | PA      | $311169.49    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 1.323%                        | FANNIE MAE-ACES 1.323%                        | CUSIP: 3136BCFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    485033 | PA      | $438707.45    | 0.01%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KLX93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408816 | PA      | $1135531.77   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QKLF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1380372 | PA      | $1120923.60   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140JR6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284426 | PA      | $230065.04    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.625%                            | PEPSICO INC 2.625%                            | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143240.93    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418D6K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1057227 | PA      | $891148.50    | 0.03%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO 2.85%                      | SONOCO PRODUCTS CO 2.85%                      | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268515.31    | 0.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| AVISTA CORP 4.00%                             | AVISTA CORP 4.00%                             | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74692.73     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1335754 | PA      | $1175910.58   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140XHWC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685859 | PA      | $650365.23    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457563 | PA      | $456234.70    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128E4MM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24056 | PA      | $24130.71     | 0.00%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP 5.375%                      | FEDERAL REALTY OP 5.375%                      | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253807.79    | 0.01%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.80%                            | COMCAST CORP 4.80%                            | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497241.32    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.85%                         | CONCENTRIX CORP 6.85%                         | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185441.94    | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133C8AQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790998 | PA      | $797525.41    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAP. CORP 4.875%                     | UNILEVER CAP. CORP 4.875%                     | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406763.47    | 0.01%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON 5.65%                           | UBS AG/LONDON 5.65%                           | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1341547.64   | 0.04%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LENNOX INTL. INC 5.50%                        | LENNOX INTL. INC 5.50%                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203730.33    | 0.01%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 5.15%                     | AMERICAN EXPRESS CR 5.15%                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102487.49    | 0.00%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QRV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197089 | PA      | $205351.39    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 6.55%                            | AUTOZONE INC 6.55%                            | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $326523.22    | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 36296QY94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79266 | PA      | $78911.96     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 36176K3H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22078 | PA      | $21889.21     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418BXB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72610 | PA      | $70414.64     | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36183W5Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53021 | PA      | $49458.00     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31410LUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    417715 | PA      | $392502.90    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D6NS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    451924 | PA      | $417071.85    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133KKVA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1593222 | PA      | $1234482.55   | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D6AX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1266742 | PA      | $1140596.21   | 0.04%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1287982 | PA      | $1108817.07   | 0.04%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418EAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359825 | PA      | $303004.96    | 0.01%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 2.875%                     | BERKSHIRE HATHAWAY 2.875%                     | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    178000 | PA      | $164828.24    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL 3.703%                     | MANULIFE FINANCIAL 3.703%                     | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $283992.37    | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS 4.875%                         | CONOCOPHILLIPS 4.875%                         | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439455.15    | 0.01%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 5.22%                     | FORD CREDIT AUTO OW 5.22%                     | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25043.97     | 0.00%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELI 4.15%                     | ONCOR ELECTRIC DELI 4.15%                     | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193933.31    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS & TRA 4.70%                     | MANUFACTURERS & TRA 4.70%                     | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502945.03    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMEN 4.375%                     | AFRICAN DEVELOPMEN 4.375%                     | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1010150.76   | 0.03%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 3.50%                      | INTERNATIONAL BANK 3.50%                      | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1986319.62   | 0.07%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132D6DK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102404 | PA      | $103295.60    | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC 3.625%                     | PROVINCE OF QUEBEC 3.625%                     | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $248543.50    | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132D6EE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161527 | PA      | $160813.05    | 0.01%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507329.64    | 0.02%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 4.05%                     | FREDDIE MAC MULTIFA 4.05%                     | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $194729.78    | 0.01%             | 2033-07-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.375%                             | FISERV INC 5.375%                             | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507798.61    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN. U 5.50%                     | BHP BILLITON FIN. U 5.50%                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $289884.09    | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0NH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    470092 | PA      | $478162.57    | 0.02%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196372 | PA      | $204426.50    | 0.01%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP 6.20%                       | ATMOS ENERGY CORP 6.20%                       | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211172.13    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31417YYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36224 | PA      | $35603.87     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128PXA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4362 | PA      | $4343.95      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WKR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136418 | PA      | $132510.35    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A86T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346329 | PA      | $294417.43    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWME 2.498%                     | CALIFORNIA ENDOWME 2.498%                     | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58815.58     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XBGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2758127 | PA      | $2223102.40   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 1.50%                      | GINNIE MAE II POOL 1.50%                      | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357974 | PA      | $283694.82    | 0.01%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REIS. HLDG 3.125%                     | EVEREST REIS. HLDG 3.125%                     | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120620.32    | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QMH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1520127 | PA      | $1279382.46   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCE REC. FNDG. LLC 5.112%                     | SCE REC. FNDG. LLC 5.112%                     | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93444.57     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418EV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1917680 | PA      | $1855065.08   | 0.06%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XLVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361855 | PA      | $367292.52    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 5.08%                     | CHASE ISSUANCE TRUS 5.08%                     | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102209.02    | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 6.00%                        | T-MOBILE USA INC 6.00%                        | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198001.54    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    567067 | PA      | $576180.63    | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC 6.40%                     | KIMCO REALTY OP LLC 6.40%                     | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216429.96    | 0.01%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $101074.93    | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417HC44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58703 | PA      | $56596.20     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT B 2.50%                     | ASIAN DEVELOPMENT B 2.50%                     | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $490044.24    | 0.02%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.059%                     | FREDDIE MAC MULTIF 3.059%                     | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $90219.70     | 0.00%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DXG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1453448 | PA      | $1311524.35   | 0.04%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    852583 | PA      | $761784.49    | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC 2.80%                      | ANALOG DEVICES INC 2.80%                      | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215080.13    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC 4.95%                       | BROWN & BROWN INC 4.95%                       | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166677.79    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418EGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129926 | PA      | $122831.87    | 0.00%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO 3.85%                      | AMEREN ILLINOIS CO 3.85%                      | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475719.43    | 0.02%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418ELD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155118 | PA      | $154431.58    | 0.01%             | 2037-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KAZU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345256 | PA      | $317855.48    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV. 3.50%                     | INTER-AMERICAN DEV. 3.50%                     | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $286772.76    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 4.90%                      | REALTY INCOME CORP 4.90%                      | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299195.13    | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.50%                            | COMCAST CORP 5.50%                            | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    550000 | PA      | $487096.87    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVENT FIN. SARL 5.65%                         | NVENT FIN. SARL 5.65%                         | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $205067.44    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XKLB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346208 | PA      | $354227.40    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AAXC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250246 | PA      | $203705.80    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262754 | PA      | $268844.92    | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418ERM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75362 | PA      | $76894.13     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.80%                         | MCDONALD S CORP 4.80%                         | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    700000 | PA      | $708570.95    | 0.02%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.05%                               | ONEOK INC 6.05%                               | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314586.99    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XMKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253208 | PA      | $206434.01    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL. 5.25%                     | PHILIP MORRIS INTL. 5.25%                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820398.94    | 0.03%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INTL. LLC / EM 3.45%                     | DELL INTL. LLC / EM 3.45%                     | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $974556.75    | 0.03%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| KENVUE INC 5.05%                              | KENVUE INC 5.05%                              | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180841.97    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36241KLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10640 | PA      | $11062.05     | 0.00%             | 2036-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42550 | PA      | $43373.90     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M4EM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13563 | PA      | $13729.43     | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128MJGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10893 | PA      | $11254.98     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EH51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6269 | PA      | $6567.55      | 0.00%             | 2036-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS IN 6.00%                     | ESTEE LAUDER COS IN 6.00%                     | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105714.39    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413ERH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22012 | PA      | $22616.33     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410DFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52441 | PA      | $54940.05     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EPL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3691 | PA      | $3808.53      | 0.00%             | 2037-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31415RE91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78378 | PA      | $80549.69     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296TW90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7563 | PA      | $7808.08      | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31408AHA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4360 | PA      | $4516.62      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416S6Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11949 | PA      | $11738.90     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128PWZU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4905 | PA      | $4886.34      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138ELGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35381 | PA      | $35124.12     | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WCUU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321767 | PA      | $309962.45    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WJCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46349 | PA      | $43911.69     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CMH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24529 | PA      | $23637.78     | 0.00%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140J56Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98881 | PA      | $95191.31     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31405QTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12678 | PA      | $12997.67     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTE 3.50%                     | JAPAN BANK FOR INTE 3.50%                     | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    301000 | PA      | $297278.05    | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3128MFXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58938 | PA      | $57920.67     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIA 2.919%                     | BARCLAYS COMMERCIA 2.919%                     | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $473033.95    | 0.02%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140X5R39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509755 | PA      | $472343.04    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QFAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2142184 | PA      | $1753091.20   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569695 | PA      | $515836.78    | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9X59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1659761 | PA      | $1342988.50   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 3.60%                          | EPR PROPERTIES 3.60%                          | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226907.00    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS 3.00%                     | CBOE GLOBAL MARKETS 3.00%                     | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91397.45     | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.926%                           | BROADCOM INC 4.926%                           | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193984.63    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XHHR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771688 | PA      | $628009.36    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1465749 | PA      | $1457977.03   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QFNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371763 | PA      | $300373.51    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31409GY83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14568 | PA      | $15105.01     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36200DF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46450 | PA      | $46573.24     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK INC/MD 4.95%                        | MCCORMICK INC/MD 4.95%                        | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197772.45    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012154.87   | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DWHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675239 | PA      | $692868.81    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FI 5.776%                     | SUMITOMO MITSUI FI 5.776%                     | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $834766.63    | 0.03%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717405.63    | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| HEICO CORP 5.35%                              | HEICO CORP 5.35%                              | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152609.86    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306585.43    | 0.01%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSX CORP 5.20%                                | CSX CORP 5.20%                                | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205040.95    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAP. PLC 5.625%                        | DIAGEO CAP. PLC 5.625%                        | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $520366.24    | 0.02%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 4.90%                              | KENVUE INC 4.90%                              | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201609.47    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON 4.50%                           | UBS AG/LONDON 4.50%                           | CUSIP: 902674A26<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    300000 | PA      | $250403.07    | 0.01%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31371NP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57018 | PA      | $60451.78     | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296TVK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13757 | PA      | $14208.52     | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36295WUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45074 | PA      | $46741.23     | 0.00%             | 2040-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36178C7C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12174 | PA      | $11571.28     | 0.00%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WG5K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460192 | PA      | $418046.07    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179TD51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29271 | PA      | $28308.90     | 0.00%             | 2032-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140JVTA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160452 | PA      | $143480.87    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QCKE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179769 | PA      | $159810.58    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.311%                     | FREDDIE MAC MULTIF 1.311%                     | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $446517.30    | 0.01%             | 2030-05-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330900 | PA      | $299614.16    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.438%                     | FREDDIE MAC MULTIF 2.438%                     | CUSIP: 3137FYTX4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    225000 | PA      | $185747.67    | 0.01%             | 2036-02-25      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ALJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    695349 | PA      | $560464.40    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XA2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524021 | PA      | $432505.37    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 2.80%                          | LOWE S COS INC 2.80%                          | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140838.80    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPE 2.30%                     | SUN COMMUNITIES OPE 2.30%                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283904.58    | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 5.50%                     | CHARTER COMMS. OPER 5.50%                     | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154464.65    | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS. INC 6.07%                       | NOMURA HLDGS. INC 6.07%                       | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $515731.52    | 0.02%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398959.29    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY U 6.125%                     | ASSURED GUARANTY U 6.125%                     | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124216.59    | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 5.05%                       | CONOCOPHILLIPS CO 5.05%                       | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203114.98    | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324826.16    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $441908.00    | 0.01%             | 2034-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $434876.96    | 0.01%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11938 | PA      | $12954.99     | 0.00%             | 2039-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.50%                     | FREDDIE MAC GOLD PO 6.50%                     | CUSIP: 3128M5PW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79869 | PA      | $84772.19     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620C3S86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120341 | PA      | $119394.61    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36176XE62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187216 | PA      | $176614.46    | 0.01%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140JVTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96900 | PA      | $86660.65     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BCB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    322603 | PA      | $286761.87    | 0.01%             | 2030-10-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1621713 | PA      | $1327123.40   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140L8Z37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    879671 | PA      | $712232.39    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1355959 | PA      | $1120796.28   | 0.04%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829117.75    | 0.03%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175919.64    | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163412 | PA      | $159838.37    | 0.01%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC. DELIVER 4.60%                     | ONCOR ELEC. DELIVER 4.60%                     | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245311.19    | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QPDK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186077 | PA      | $177989.00    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36296DGJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14163 | PA      | $14347.03     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138Y6LV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246946 | PA      | $231883.89    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.50%                                 | HCA INC 5.50%                                 | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509971.24    | 0.02%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 7.081%                          | BAT CAP. CORP 7.081%                          | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110486.28    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 5.45%                         | MCDONALD S CORP 5.45%                         | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284503.79    | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FI 5.808%                     | SUMITOMO MITSUI FI 5.808%                     | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $522401.74    | 0.02%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133KQWW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441230 | PA      | $449937.68    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1075213.61   | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6.40%                      | ENERGY TRANSFER LP 6.40%                      | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427324.82    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. SECURITIZ 6.09%                     | DTE ELEC. SECURITIZ 6.09%                     | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $32192.93     | 0.00%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67133.56     | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39069 | PA      | $37611.66     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.95%                             | WALMART INC 3.95%                             | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184656.22    | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.125%                             | PACIFICORP 4.125%                             | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36654.32     | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q9QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70255 | PA      | $69000.96     | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131Y3Q41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65731 | PA      | $64657.52     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XLT72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109750 | PA      | $100543.85    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XXYA3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |    338458 | PA      | $315781.18    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132AA3N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    362034 | PA      | $327068.33    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XHTF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56357 | PA      | $53365.08     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 7.55%                     | ENTERPRISE PRODS. O 7.55%                     | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    515000 | PA      | $609880.49    | 0.02%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81923 | PA      | $82795.59     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER COR 6.75%                     | SOUTHERN COPPER COR 6.75%                     | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97824.87     | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.20%                               | APPLE INC 2.20%                               | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    188000 | PA      | $177253.42    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    672860 | PA      | $628166.33    | 0.02%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.803%                        | CATERPILLAR INC 3.803%                        | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $152615.97    | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5020703.10   | 0.17%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4998828.10   | 0.17%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4012890.60   | 0.13%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DN73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133673 | PA      | $126496.19    | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVR INC 3.00%                                 | NVR INC 3.00%                                 | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94158.71     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP 1.90%                       | LAM RESEARCH CORP 1.90%                       | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633113.40    | 0.02%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.55%                              | PFIZER INC 2.55%                              | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94236.28     | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 2.448%                     | WELLS FARGO COMMER 2.448%                     | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $460415.85    | 0.02%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73010 | PA      | $66300.59     | 0.00%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FGF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164638 | PA      | $164126.41    | 0.01%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359439 | PA      | $362283.57    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    813200 | PA      | $700088.33    | 0.02%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE COR 3.362%                     | OTIS WORLDWIDE COR 3.362%                     | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136577.12    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528577.91   | 0.05%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| GENERAL ELEC. CO 4.90%                        | GENERAL ELEC. CO 4.90%                        | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250201.98    | 0.01%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $385600.00    | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 2.252%                      | PANAMA GOV. INTL. 2.252%                      | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    102000 | PA      | $83762.40     | 0.00%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2598990 | PA      | $2237466.83   | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KTQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725445 | PA      | $636442.20    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.40%                     | MEXICO GOV. INTL. B 4.40%                     | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $495880.00    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP NO 2 4.00%                        | CINTAS CORP NO 2 4.00%                        | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145501.78    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GA 5.05%                     | PIEDMONT NATURAL GA 5.05%                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176049.68    | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1463921 | PA      | $1425799.21   | 0.05%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 2.65%                          | TD SYNNEX CORP 2.65%                          | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133104.41    | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46069 | PA      | $45659.06     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $392792.19    | 0.01%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1233197.76   | 0.04%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269701 | PA      | $250605.51    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XYNZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249520 | PA      | $232492.02    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5EP6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    330112 | PA      | $309716.56    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83271 | PA      | $82409.62     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DP97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    513073 | PA      | $418291.50    | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 2.90%                            | STRYKER CORP 2.90%                            | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126696.30    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3011953.14   | 0.10%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527452.03   | 0.05%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES 5.125%                     | SOUTHWEST AIRLINES 5.125%                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401284.12    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DSH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1616199 | PA      | $1314634.21   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEV. BANK/TH 4.875%                     | KOREA DEV. BANK/TH 4.875%                     | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204798.82    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503895.45    | 0.02%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 1.70%                            | NISOURCE INC 1.70%                            | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434541.13    | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334357 | PA      | $285667.38    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 4.65%                          | SALESFORCE INC 4.65%                          | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430890.49    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.00%                          | AMAZON.COM INC 4.00%                          | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    790000 | PA      | $786006.59    | 0.03%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DTL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317511 | PA      | $287499.39    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1014128 | PA      | $874294.77    | 0.03%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 5.50%                     | FANNIE MAE OR FREDD 5.50%                     | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2006477.44   | 0.07%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4950976.55   | 0.17%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25%                              | ABBVIE INC 4.25%                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405866.50    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2275362 | PA      | $1880748.91   | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5000390.60   | 0.17%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5020507.80   | 0.17%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 1.86%                     | FREDDIE MAC MULTIFA 1.86%                     | CUSIP: 3137FXQW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $79348.02     | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.65%                               | APPLE INC 1.65%                               | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    670000 | PA      | $597933.48    | 0.02%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 4.00%                      | UNITEDHEALTH GROUP 4.00%                      | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593801.62    | 0.02%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLS. INC 5.60%                      | MOTOROLA SOLS. INC 5.60%                      | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414289.39    | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FNDG. 3.40%                      | NXP BV / NXP FNDG. 3.40%                      | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1280000 | PA      | $1220235.78   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418EFE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    653503 | PA      | $601594.64    | 0.02%             | 2037-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3167089.84   | 0.11%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5003515.60   | 0.17%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3142GS7F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459484 | PA      | $456451.48    | 0.02%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO 4.78%                      | MERCEDES-BENZ AUTO 4.78%                      | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50389.34     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK/COLUM 5.625%                     | SYNOVUS BANK/COLUM 5.625%                     | CUSIP: 87164DVJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $252802.55    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.625%                          | BOEING CO/THE 6.625%                          | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108790.53    | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPE 7.625%                     | TENNESSEE GAS PIPE 7.625%                     | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5882.50      | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC 7.95%                        | WESTROCK MWV LLC 7.95%                        | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113320.88    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2436912.82   | 0.08%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    930000 | PA      | $945953.59    | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN M 6.75%                     | FEDERAL HOME LOAN M 6.75%                     | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $786385.66    | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO 8.00%                     | JPMORGAN CHASE & CO 8.00%                     | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    658000 | PA      | $683052.70    | 0.02%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC 7.50%                      | PROVINCE OF QUEBEC 7.50%                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    375000 | PA      | $416557.05    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 7.875%                      | VODAFONE GRP. PLC 7.875%                      | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $2236.91      | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE ST JOSE 5.369%                     | PROVIDENCE ST JOSE 5.369%                     | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253687.30    | 0.01%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159158 | PA      | $158380.42    | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 7.15%                       | SUNCOR ENERGY INC 7.15%                       | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $221274.68    | 0.01%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ORANGE SA STP                                 | ORANGE SA STP                                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    610000 | PA      | $720978.25    | 0.02%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL 8.00%                     | NATIONAL RURAL UTIL 8.00%                     | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57848.50     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP 7.50%                      | VALERO ENERGY CORP 7.50%                      | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    765000 | PA      | $865782.03    | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 4.75%                       | HEALTHPEAK OP LLC 4.75%                       | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293459.79    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5XP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494754 | PA      | $490562.41    | 0.02%             | 2055-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.625%                          | CITIGROUP INC 6.625%                          | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108674.08    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 6.625%                     | FEDERAL NATL. MTGE 6.625%                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    200000 | PA      | $222303.68    | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNIA 7.30%                     | STATE OF CALIFORNIA 7.30%                     | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    920000 | PA      | $1056893.98   | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| COUNTY OF CLARK DEP 6.82%                     | COUNTY OF CLARK DEP 6.82%                     | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $221310.36    | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL R 6.90%                     | CANADIAN NATIONAL R 6.90%                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26412.98     | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 6.45%                     | DUKE ENERGY CAROLIN 6.45%                     | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    106000 | PA      | $115247.48    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP 7.125%                              | HESS CORP 7.125%                              | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    390000 | PA      | $444304.81    | 0.01%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 6.45%                     | CANADIAN NATURAL RE 6.45%                     | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    135000 | PA      | $145166.75    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL C 5.90%                      | UNILEVER CAPITAL C 5.90%                      | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135297.34    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.125%                          | BOEING CO/THE 6.125%                          | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143530.63    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4894531.25   | 0.16%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31329JMB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748991 | PA      | $686160.01    | 0.02%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC 7.055%                     | MUNICIPAL ELECTRIC 7.055%                     | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    279000 | PA      | $308463.91    | 0.01%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE 6.00%                      | BLACKSTONE PRIVATE 6.00%                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193955.70    | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JJJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248827 | PA      | $235203.83    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST 2.75%                     | ALEXANDRIA REAL EST 2.75%                     | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932785.76    | 0.03%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC 3.15%                     | SOUTHWESTERN PUBLIC 3.15%                     | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    400000 | PA      | $258034.06    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75%                                | AT&T INC 2.75%                                | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    359000 | PA      | $328281.92    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D55W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728683 | PA      | $672242.26    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRES 2.50%                     | DUKE ENERGY PROGRES 2.50%                     | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $344231.21    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 2.45%                        | ALTRIA GROUP INC 2.45%                        | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175498.11    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CH 2.742%                     | CHENIERE CORPUS CH 2.742%                     | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253680.17    | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 3.594%                     | PG&E WILDFIRE REC. 3.594%                     | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11589 | PA      | $11368.37     | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 3.70%                      | UNITEDHEALTH GROUP 3.70%                      | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54656.79     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPORT DEV. CANADA 3.875%                     | EXPORT DEV. CANADA 3.875%                     | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $500171.93    | 0.02%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO 5.45%                     | MARSH & MCLENNAN CO 5.45%                     | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188827.22    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS. USA F2F                      | SANTANDER HLDGS. USA F2F                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309356.64    | 0.01%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138MNRE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206397 | PA      | $194968.09    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.298%                          | BOEING CO/THE 6.298%                          | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $629901.36    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 4.85%                     | DUKE ENERGY CAROLIN 4.85%                     | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509106.39    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SFT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31876 | PA      | $31079.14     | 0.00%             | 2031-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100260 | PA      | $95174.67     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $1945947.27   | 0.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPI 2.95%                     | AMERICAN WATER CAPI 2.95%                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982331.06    | 0.03%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305857.44    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    990000 | PA      | $998431.68    | 0.03%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 4.09%                     | LOCKHEED MARTIN COR 4.09%                     | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15609.73     | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q7VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54396 | PA      | $52239.25     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5E43<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    162237 | PA      | $152047.72    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31329MVF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273214 | PA      | $250124.05    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488165.17    | 0.02%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 5.00%                     | LOCKHEED MARTIN COR 5.00%                     | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504502.56    | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329JQ42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70018 | PA      | $67460.31     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JVJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68308 | PA      | $63303.44     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2212265.64   | 0.07%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4295898.45   | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DLQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75796 | PA      | $70622.16     | 0.00%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105743 | PA      | $96196.74     | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8002812.48   | 0.27%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5002929.70   | 0.17%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.93%                           | BOEING CO/THE 5.93%                           | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479944.05    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.15%                           | BOEING CO/THE 5.15%                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43719.82     | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 3.875%                          | OWENS CORNING 3.875%                          | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484017.72    | 0.02%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 2.375%                            | EQUINOR ASA 2.375%                            | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    870000 | PA      | $803738.82    | 0.03%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DMG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77509 | PA      | $72188.31     | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 1.20%                          | AMAZON.COM INC 1.20%                          | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    544000 | PA      | $526690.30    | 0.02%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DSM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    722619 | PA      | $666649.49    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QB4E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308029 | PA      | $275986.57    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 2.60%                     | GILEAD SCIENCES INC 2.60%                     | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72379.32     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE MULTIFAMIL VAR                     | FANNIE MAE MULTIFAMIL VAR                     | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    239214 | PA      | $210840.38    | 0.01%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 4.60%                         | XCEL ENERGY INC 4.60%                         | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982319.37    | 0.03%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.451%                     | PG&E WILDFIRE REC. 4.451%                     | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $117643.23    | 0.00%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KYEH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4860010 | PA      | $3946276.00   | 0.13%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1411287.55   | 0.05%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO 5.60%                       | GENERAL MOTORS CO 5.60%                       | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    183000 | PA      | $187359.26    | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES F2F                     | HUNTINGTON BANCSHARES F2F                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499637.37    | 0.02%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.70%                              | INTEL CORP 5.70%                              | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    700000 | PA      | $644535.74    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XJX81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294036 | PA      | $291462.53    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELEC. POWER 5.50%                      | TUCSON ELEC. POWER 5.50%                      | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186611.98    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT 5.753%                      | FORD MOTOR CREDIT 5.753%                      | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785079.42    | 0.03%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271769 | PA      | $238659.69    | 0.01%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8DM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35459 | PA      | $33620.36     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62789 | PA      | $60289.19     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CME GRP. INC 3.75%                            | CME GRP. INC 3.75%                            | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297757.85    | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.55%                               | ONEOK INC 4.55%                               | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23028.67     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418C3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20181 | PA      | $19746.81     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A37H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378726 | PA      | $365678.47    | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5GL3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    155067 | PA      | $139664.62    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERIC 2.95%                     | WILLIS NORTH AMERIC 2.95%                     | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473468.09    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP 3.75%                            | ENTERGY CORP 3.75%                            | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211117.11    | 0.01%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.50%                                | AT&T INC 3.50%                                | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    670000 | PA      | $519704.39    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS I 1.75%                     | APPLIED MATERIALS I 1.75%                     | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450028.15    | 0.02%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X45C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194701 | PA      | $174480.40    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635821 | PA      | $547969.63    | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FIN. LP 2.639%                       | EMERA US FIN. LP 2.639%                       | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $267593.24    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502075.40    | 0.02%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140QP2K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455221 | PA      | $431787.47    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.75%                               | AMGEN INC 5.75%                               | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192381.02    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $527001.82    | 0.02%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERG 4.40%                     | CONSTELLATION ENERG 4.40%                     | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740221.70    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA 5.85%                     | WELLS FARGO BANK NA 5.85%                     | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515122.86    | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $517851.56    | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 6.15%                       | VODAFONE GRP. PLC 6.15%                       | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     59000 | PA      | $63165.68     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP 6.15%                                | CSX CORP 6.15%                                | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $205547.55    | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORM 5.60%                     | NEW YORK STATE DORM 5.60%                     | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $252964.20    | 0.01%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AKGM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50726 | PA      | $50201.03     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP 3.20%                     | KIMBERLY-CLARK CORP 3.20%                     | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17466.57     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO 3.95%                      | CHURCH & DWIGHT CO 3.95%                      | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78289.76     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WJ5W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175071 | PA      | $167009.04    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP 3.50%                               | GATX CORP 3.50%                               | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490626.11    | 0.02%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247050 | PA      | $231703.98    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC F2F                         | NATWEST GROUP PLC F2F                         | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1006988.60   | 0.03%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98073 | PA      | $93952.24     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. CO OF 4.10%                      | PUBLIC SERV. CO OF 4.10%                      | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234057.93    | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC 3.70%                             | WALMART INC 3.70%                             | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249687.92    | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A4Q76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216094 | PA      | $203437.45    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131Y0JC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207260 | PA      | $192486.14    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329PHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113678 | PA      | $108883.16    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132CWLK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260913 | PA      | $240711.49    | 0.01%             | 2035-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.20%                                 | MPLX LP 5.20%                                 | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    407000 | PA      | $357026.65    | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.85%                                | AT&T INC 3.85%                                | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    800000 | PA      | $538247.10    | 0.02%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.50%                          | AMAZON.COM INC 2.50%                          | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $116753.30    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140X7EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    770171 | PA      | $657616.17    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3593814 | PA      | $2925442.14   | 0.10%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 1.50%                     | AMERICAN TOWER CORP 1.50%                     | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     39000 | PA      | $36946.62     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC/THE 1.15%                         | TJX COS INC/THE 1.15%                         | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     74000 | PA      | $69502.01     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EX 5.20%                     | INTERCONTINENTAL EX 5.20%                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $533676.12    | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINL. GRP 5.50%                     | PRINCIPAL FINL. GRP 5.50%                     | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186390.59    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.15%                     | WILLIAMS COS INC/TH 5.15%                     | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394045.02    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413SGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15338 | PA      | $16089.70     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.30%                        | ALABAMA POWER CO 4.30%                        | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242031.89    | 0.01%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5HU2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    361713 | PA      | $336218.11    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5HF5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     55146 | PA      | $51485.00     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XUKF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214593 | PA      | $194101.19    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 2.732%                     | BENCHMARK 2020-B16 2.732%                     | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $186075.18    | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.525%                         | MICROSOFT CORP 2.525%                         | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    540000 | PA      | $323786.69    | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QDBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    580006 | PA      | $515058.40    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP 2.95%                       | RALPH LAUREN CORP 2.95%                       | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94228.19     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJU75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315771 | PA      | $268472.87    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY 1.65%                       | EVERSOURCE ENERGY 1.65%                       | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144736.65    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.30%                         | CVS HEALTH CORP 1.30%                         | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37368.39     | 0.00%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY H 2.00%                     | HEALTHCARE REALTY H 2.00%                     | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86831.59     | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9942968.80   | 0.33%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FE78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158118 | PA      | $157345.85    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/T 5.70%                     | TRAVELERS COS INC/T 5.70%                     | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248233.23    | 0.01%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 4.50%                     | SHERWIN-WILLIAMS CO 4.50%                     | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249541.09    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP 4.685%                     | NEXTERA ENERGY CAP 4.685%                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251206.10    | 0.01%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 5.25%                         | ALTRIA GRP. INC 5.25%                         | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398557.42    | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.55%                              | FISERV INC 4.55%                              | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587392.99    | 0.02%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.95%                               | ONEOK INC 4.95%                               | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297569.65    | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC 4.625%                         | KENNAMETAL INC 4.625%                         | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100417.37    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6370000 | PA      | $6079119.94   | 0.20%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECH. FIN. 6.75%                     | BLUE OWL TECH. FIN. 6.75%                     | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98409.46     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36290UHQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2260 | PA      | $2343.26      | 0.00%             | 2037-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 6.35%                      | VIRGINIA ELEC. AND 6.35%                      | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43062.88     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA 6.60%                     | WELLS FARGO BANK NA 6.60%                     | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54631.90     | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.716%                     | FREDDIE MAC MULTIF 1.716%                     | CUSIP: 3137FWHF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $158617.20    | 0.01%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.05%                              | ABBVIE INC 4.05%                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $974274.01    | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 2.95%                     | AMERICAN TOWER CORP 2.95%                     | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61708.11     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QF5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589593 | PA      | $505895.73    | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DWQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    461481 | PA      | $356642.46    | 0.01%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140L8ZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174049 | PA      | $968384.34    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31412MAQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1844 | PA      | $1921.45      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31412MAJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       194 | PA      | $203.83       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP 5.25%                       | DEVON ENERGY CORP 5.25%                       | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250095.90    | 0.01%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418ED80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3782189 | PA      | $3584677.64   | 0.12%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOU 6.05%                     | DOMINION ENERGY SOU 6.05%                     | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $280278.89    | 0.01%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.95%                     | SOUTHERN CALIFORNIA 5.95%                     | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    710000 | PA      | $719843.11    | 0.02%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401075.94    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO 4.05%                     | AMERICAN EXPRESS CO 4.05%                     | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71715.79     | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1212612 | PA      | $1084570.94   | 0.04%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5.45%                       | KINDER MORGAN INC 5.45%                       | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276950.23    | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 5.625%                      | VODAFONE GRP. PLC 5.625%                      | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $373531.77    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.15%                               | AMGEN INC 5.15%                               | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507327.31    | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140F5DA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219254 | PA      | $203062.48    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5.40%                       | GENERAL MOTORS CO 5.40%                       | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    267000 | PA      | $233806.20    | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310329.23    | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CO 3.75%                     | GENERAL DYNAMICS CO 3.75%                     | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    246000 | PA      | $244425.04    | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CA 3.875%                     | GLAXOSMITHKLINE CA 3.875%                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298471.95    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     78656 | PA      | $77467.24     | 0.00%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281496 | PA      | $277411.27    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5H57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    215571 | PA      | $207368.11    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JQ75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112796 | PA      | $105916.49    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3131X9CD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92293 | PA      | $90418.90     | 0.00%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3131WJY80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225317 | PA      | $227791.79    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.15%                      | ENERGY TRANSFER LP 4.15%                      | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180562.55    | 0.01%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405497 | PA      | $363043.29    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG INDS. INC 2.55%                           | PPG INDS. INC 2.55%                           | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92601.73     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DRQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196903 | PA      | $178724.50    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KEM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482127 | PA      | $409709.99    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. 6.875%                      | UNITEDHEALTH GRP. 6.875%                      | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $191378.12    | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31413YRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2107 | PA      | $2215.03      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31410G4H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46401 | PA      | $47883.10     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 6.90%                           | KROGER CO/THE 6.90%                           | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113272.57    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.406%                     | FREDDIE MAC MULTIF 1.406%                     | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $89009.71     | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.85%                              | ABBVIE INC 4.85%                              | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $681682.54    | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 7.50%                      | ENERGY TRANSFER LP 7.50%                      | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    310000 | PA      | $355127.17    | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7853 | PA      | $8320.92      | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AC5F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294422 | PA      | $243460.95    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.375%                              | APPLE INC 2.375%                              | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $152485.46    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16909 | PA      | $17767.90     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36241KV21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30856 | PA      | $32422.77     | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.674%                     | PG&E WILDFIRE REC. 4.674%                     | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $86380.20     | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33162.41     | 0.00%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYS. INC 5.50%                          | CISCO SYS. INC 5.50%                          | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91585.28     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HLDGS 8.00%                     | TRANSATLANTIC HLDGS 8.00%                     | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     70000 | PA      | $84406.99     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509687.42   | 0.05%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $394204.06    | 0.01%             | 2032-01-14      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84419 | PA      | $80754.50     | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.60%                          | MERCK & CO INC 3.60%                          | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19847.02     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4930468.75   | 0.16%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388%                          | BOEING CO/THE 6.388%                          | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533170.59    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK N F2F                     | MORGAN STANLEY BANK N F2F                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707491.95    | 0.02%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406594.35    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769450.14    | 0.03%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC F2V                       | DOMINION ENERGY INC F2V                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496813.45    | 0.02%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS. LL 4.90%                     | CHUBB INA HLDGS. LL 4.90%                     | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295383.74    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 3.87%                     | JOHN DEERE OWNER TS 3.87%                     | CUSIP: 47787DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49703.11     | 0.00%             | 2030-08-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BAIDU INC 4.37%                               | BAIDU INC 4.37%                               | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    870000 | PA      | $872531.73    | 0.03%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2181894.54   | 0.07%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREA 3.125%                     | UNITED STATES TREA 3.125%                     | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4882226.55   | 0.16%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1898738.29   | 0.06%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QVLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888438 | PA      | $904232.26    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FGE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87566 | PA      | $85795.73     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO REC 4.86%                     | WORLD OMNI AUTO REC 4.86%                     | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151884.47    | 0.01%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019381.22   | 0.03%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203956.13    | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016036.66   | 0.03%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 4.30%                     | SHERWIN-WILLIAMS CO 4.30%                     | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249461.61    | 0.01%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HMCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $500801.15    | 0.02%             | 2030-07-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CAR 4.49%                     | CITIBANK CREDIT CAR 4.49%                     | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101012.60    | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418BYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99700 | PA      | $95877.12     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 3.85%                     | CONSOLIDATED EDISON 3.85%                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76573.81     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203488 | PA      | $200239.74    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.444%                     | FREDDIE MAC MULTIF 3.444%                     | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $148357.67    | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 2.875%                     | KREDITANSTALT FUER 2.875%                     | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1215000 | PA      | $1193355.88   | 0.04%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY 3.65%                      | MIDAMERICAN ENERGY 3.65%                      | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219828.03    | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 3.50%                        | ERP OPERATING LP 3.50%                        | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492480.72    | 0.02%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS 5.419%                      | DUPONT DE NEMOURS 5.419%                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59228.36     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132A2X49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34859 | PA      | $35193.02     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XJR87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233850 | PA      | $220974.72    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 2.95%                     | SHERWIN-WILLIAMS CO 2.95%                     | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    167000 | PA      | $159168.23    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GR 2.55%                     | PNC FINL. SERVS. GR 2.55%                     | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    545000 | PA      | $508297.26    | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 3.125%                        | NEVADA POWER CO 3.125%                        | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $640935.77    | 0.02%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 0.875%                     | FEDERAL NATL. MTGE 0.875%                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $527332.19    | 0.02%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $751946.10    | 0.03%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 5.00%                         | MCDONALD S CORP 5.00%                         | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409081.38    | 0.01%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE O/SEAS. LTD 6.40%                        | VALE O/SEAS. LTD 6.40%                        | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405080.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 4.803%                     | FREDDIE MAC MULTIF 4.803%                     | CUSIP: 3137HDJJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    389524 | PA      | $395703.42    | 0.01%             | 2029-05-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC 5.85%                          | GLOBE LIFE INC 5.85%                          | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154534.32    | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 3.875%                     | INTERNATIONAL BANK 3.875%                     | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $486247.46    | 0.02%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1510935.06   | 0.05%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN. USA 5.75%                      | RIO TINTO FIN. USA 5.75%                      | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249400.87    | 0.01%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.79%                     | DRIVE AUTO RECEIVAB 4.79%                     | CUSIP: 262102AD8<br>LEI: 549300RZ091I85JWZO63 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25114.44     | 0.00%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.09%                     | EXETER AUTOMOBILE R 5.09%                     | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25136.81     | 0.00%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG. LTD 6.625%                       | ATHENE HLDG. LTD 6.625%                       | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96333.71     | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138LQ3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15684 | PA      | $15572.85     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289906 | PA      | $271512.05    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.35%                     | MEXICO GOV. INTL. B 4.35%                     | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $365250.00    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71606 | PA      | $69008.70     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNAT 3.812%                     | HONEYWELL INTERNAT 3.812%                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    425000 | PA      | $322089.73    | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC 4.20%                        | EVERGY METRO INC 4.20%                        | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238497.44    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.90%                          | PECO ENERGY CO 3.90%                          | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    610000 | PA      | $465983.70    | 0.02%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRAND 4.65%                     | CONSTELLATION BRAND 4.65%                     | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44190.89     | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q9T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268097 | PA      | $256776.07    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131XHAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320239 | PA      | $316927.72    | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131WREZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109902 | PA      | $105789.89    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5EB7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    160404 | PA      | $150618.14    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XJ5L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340554 | PA      | $321381.17    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK 2.70%                           | DISCOVER BANK 2.70%                           | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233263.96    | 0.01%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC 2.75%                        | CARLISLE COS INC 2.75%                        | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280365.38    | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMS. INC 3.15%                      | VERIZON COMMS. INC 3.15%                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1287692.12   | 0.04%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 2.75%                             | PEPSICO INC 2.75%                             | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    483000 | PA      | $456475.57    | 0.02%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 3.482%                       | EXXON MOBIL CORP 3.482%                       | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121592.59    | 0.00%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291020.60    | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA 6.938%                     | BANCO SANTANDER SA 6.938%                     | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $448597.06    | 0.02%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XMTX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295506 | PA      | $305834.07    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140XLTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5385504 | PA      | $4740605.81   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5.80%                        | CROWN CASTLE INC 5.80%                        | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307277.49    | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.40%                          | MICROSOFT CORP 3.40%                          | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    790000 | PA      | $785904.81    | 0.03%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WASTE MGT. INC 4.95%                          | WASTE MGT. INC 4.95%                          | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403871.12    | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GES82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656356 | PA      | $604244.30    | 0.02%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FNDG. INC 4.90%                     | BLACKROCK FNDG. INC 4.90%                     | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200714.21    | 0.01%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251680.35    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP 5.75%                       | DEVON ENERGY CORP 5.75%                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469884.91    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SHELL FIN. US INC 4.375%                      | SHELL FIN. US INC 4.375%                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $331619.10    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA F2F                      | ROYAL BANK OF CANADA F2F                      | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001109.19   | 0.03%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| HPS COR. LENDING FU 5.45%                     | HPS COR. LENDING FU 5.45%                     | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198483.92    | 0.01%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140Y6JE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545273 | PA      | $564030.65    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPL 4.63%                     | FORD CREDIT FLOORPL 4.63%                     | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100649.08    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 5.41%                     | DRIVE AUTO RECEIVAB 5.41%                     | CUSIP: 262102AF3<br>LEI: 549300RZ091I85JWZO63 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25121.77     | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO 4.61%                      | MERCEDES-BENZ AUTO 4.61%                      | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50362.18     | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 4.30%                              | ECOLAB INC 4.30%                              | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250602.04    | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD 5.337%                     | HONDA MOTOR CO LTD 5.337%                     | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $197873.95    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| EOG RES. INC 5.95%                            | EOG RES. INC 5.95%                            | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152315.34    | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.40%                     | VERIZON MASTER TRUS 4.40%                     | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100423.45    | 0.00%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124744 | PA      | $117037.35    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WGPQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401226 | PA      | $376862.17    | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347491 | PA      | $313678.24    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360858 | PA      | $338218.89    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275219 | PA      | $256210.89    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     95517 | PA      | $93584.90     | 0.00%             | 2028-01-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.70%                                 | MPLX LP 4.70%                                 | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325120.64    | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 4.101%                     | ELEVANCE HEALTH IN 4.101%                     | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    245000 | PA      | $243366.47    | 0.01%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.80%                                 | MPLX LP 4.80%                                 | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302497.34    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES L 4.50%                     | BOSTON PROPERTIES L 4.50%                     | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99338.99     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5HZ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    272919 | PA      | $261381.40    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A2Y63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38252 | PA      | $37856.56     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131WRLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161194 | PA      | $155684.85    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132AA4L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321927 | PA      | $291331.52    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XVMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394283 | PA      | $355429.25    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUT 2.805%                     | UNIVERSITY OF SOUT 2.805%                     | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $313481.11    | 0.01%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.75%                     | UNITEDHEALTH GRP. I 4.75%                     | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    281000 | PA      | $245072.78    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75%                              | LEIDOS INC 5.75%                              | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310990.64    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418SZF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65100 | PA      | $64427.39     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138EEP60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22550 | PA      | $21779.24     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RNV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311845 | PA      | $282970.35    | 0.01%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1401738 | PA      | $1297953.00   | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 3.375%                     | UNION PACIFIC CORP 3.375%                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77417.40     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SY 3.45%                     | FACTSET RESEARCH SY 3.45%                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90304.07     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.875%                     | VERIZON COMMS. INC 3.875%                     | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218732.43    | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65%                               | AMGEN INC 5.65%                               | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968542.15    | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE 5.70%                     | EXTRA SPACE STORAGE 5.70%                     | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714737.19    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 4.55%                     | SHERWIN-WILLIAMS CO 4.55%                     | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25206.01     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FHQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $96623.71     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1070773 | PA      | $921821.76    | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42 VAR                           | BANK 2022-BNK42 VAR                           | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $194603.42    | 0.01%             | 2055-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.25%                             | PROLOGIS LP 5.25%                             | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93184.76     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225409 | PA      | $227810.54    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC 4.60%                         | WW GRAINGER INC 4.60%                         | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88756.21     | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89879 | PA      | $84625.84     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC 5.25%                            | BARCLAYS PLC 5.25%                            | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    144000 | PA      | $132988.65    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP 2.00%                     | KIMBERLY-CLARK CORP 2.00%                     | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177505.28    | 0.01%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1026413.97   | 0.03%             | 2031-02-22      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.70%                            | ENBRIDGE INC 5.70%                            | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $310765.93    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| IDAHO POWER CO 5.50%                          | IDAHO POWER CO 5.50%                          | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95064.72     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.25%                     | UNITEDHEALTH GRP. I 4.25%                     | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499111.34    | 0.02%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 5.85%                          | LOWE S COS INC 5.85%                          | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287165.58    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    262620 | PA      | $238345.38    | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS I 4.375%                     | ESTEE LAUDER COS I 4.375%                     | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122424.99    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.75%                     | GILEAD SCIENCES INC 4.75%                     | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    168000 | PA      | $148851.99    | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV C 4.15%                     | APTIV PLC / APTIV C 4.15%                     | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $148910.15    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.80%                             | NUTRIEN LTD 5.80%                             | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196260.21    | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.05%                     | UNITEDHEALTH GRP. I 5.05%                     | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $659771.23    | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215853 | PA      | $195883.62    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226918 | PA      | $217499.33    | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC 4.625%                          | MEDTRONIC INC 4.625%                          | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    406000 | PA      | $362020.12    | 0.01%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.60%                               | AMGEN INC 5.60%                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985636.68    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 4.90%                     | TEXAS INSTRUMENTS I 4.90%                     | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813626.78    | 0.03%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199016.84    | 0.01%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP 4.50%                       | BROWN-FORMAN CORP 4.50%                       | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168218.95    | 0.01%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.125%                        | CVS HEALTH CORP 5.125%                        | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1128790.69   | 0.04%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4.00%                         | WEYERHAEUSER CO 4.00%                         | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147087.58    | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION B 4.456%                     | TORONTO-DOMINION B 4.456%                     | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $393268.57    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MAGNA INTL. INC 5.50%                         | MAGNA INTL. INC 5.50%                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205054.90    | 0.01%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELE 5.35%                     | SAN DIEGO GAS & ELE 5.35%                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275994.28    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407KTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19251 | PA      | $19427.50     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36295NM95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9390 | PA      | $9623.26      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31411EUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24246 | PA      | $24807.93     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31416XJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203386 | PA      | $193303.82    | 0.01%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138AXXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4173 | PA      | $4147.73      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36180MXJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127674 | PA      | $116698.09    | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 3620AQQV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368066 | PA      | $336118.89    | 0.01%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36182UWE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88069 | PA      | $81201.96     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128P7DN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       358 | PA      | $358.37       | 0.00%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140GVY66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101130 | PA      | $94145.49     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291306 | PA      | $278990.24    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M4YS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26810 | PA      | $27071.52     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132AEKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43131 | PA      | $41717.62     | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DTK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98089 | PA      | $88968.43     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.566%                     | FREDDIE MAC MULTIF 1.566%                     | CUSIP: 3137F63Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $223450.65    | 0.01%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.013%                     | FREDDIE MAC MULTIF 2.013%                     | CUSIP: 3137F8TF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $119434.83    | 0.00%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AGN39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1227816 | PA      | $998438.53    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140LYA94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687327 | PA      | $598414.82    | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.80%                                | AT&T INC 3.80%                                | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $472689.52    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1465026 | PA      | $1210948.35   | 0.04%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418EJZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139878 | PA      | $136403.77    | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    862827 | PA      | $795937.85    | 0.03%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN I 5.85%                     | REYNOLDS AMERICAN I 5.85%                     | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    795000 | PA      | $769940.96    | 0.03%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    264349 | PA      | $248831.45    | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4H22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1979 | PA      | $2019.68      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILIT F2V                     | NATIONAL RURAL UTILIT F2V                     | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413968.40    | 0.01%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1940076 | PA      | $1929479.13   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DQHM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313457 | PA      | $312716.80    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3138WHJ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35337 | PA      | $33727.04     | 0.00%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AFA92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    805353 | PA      | $651333.90    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0DS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700248 | PA      | $736116.97    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151809 | PA      | $144106.48    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M6N46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38257 | PA      | $40063.31     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418TD79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96414 | PA      | $97440.64     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138ET5M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253064 | PA      | $228571.31    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROP. TRUST 4.10%                      | CAMDEN PROP. TRUST 4.10%                      | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298429.26    | 0.01%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL 4.85%                      | WINTRUST FINANCIAL 4.85%                      | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97485.19     | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMU94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2403489 | PA      | $2080077.83   | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AYL32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754522 | PA      | $616207.02    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XFE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293939 | PA      | $270425.67    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 3.625%                     | HOME DEPOT INC/THE 3.625%                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    643000 | PA      | $458957.49    | 0.02%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15%                            | BROADCOM INC 4.15%                            | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483750.90    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC 3.30%                          | AMAZON.COM INC 3.30%                          | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1081786.81   | 0.04%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT A 5.25%                     | CONNECTICUT LIGHT A 5.25%                     | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463232.76    | 0.02%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP 2.95%                            | VONTIER CORP 2.95%                            | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181863.26    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1438404 | PA      | $1285068.06   | 0.04%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOV. INTL 5.65%                     | INDONESIA GOV. INTL 5.65%                     | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $287742.40    | 0.01%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.10%                             | EXELON CORP 4.10%                             | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $415148.58    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31405VJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24925 | PA      | $25412.41     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.875%                            | PROLOGIS LP 4.875%                            | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151767.95    | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INC 7.75%                     | BLUE OWL CREDIT INC 7.75%                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202804.06    | 0.01%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KU6K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5471 | PA      | $5642.91      | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128KX3Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11568 | PA      | $12181.34     | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36296DGH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45922 | PA      | $46714.38     | 0.00%             | 2038-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.875%                     | EUROPEAN INV. BANK 3.875%                     | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1001552.04   | 0.03%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN P 5.625%                     | INDIANA MICHIGAN P 5.625%                     | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481275.64    | 0.02%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416YTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45386 | PA      | $45870.07     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W9JV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68386 | PA      | $65928.54     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.75%                             | PROLOGIS LP 4.75%                             | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297478.04    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDL. REALT 5.00%                     | REXFORD INDL. REALT 5.00%                     | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201871.02    | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA 3.25%                        | ZIONS BANCORP NA 3.25%                        | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231834.70    | 0.01%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KHUK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685464 | PA      | $612632.70    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.50%                      | REPUBLIC OF POLAND 5.50%                      | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $462821.95    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A9JK2<br>LEI: 5493000ITBJ4KEFYWF83 | Long             | ABS-MBS          | USGSE             | US        |    104916 | PA      | $89470.35     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL. FINL 3.20%                     | FIDELITY NATL. FINL 3.20%                     | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    200000 | PA      | $121315.82    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.80%                             | WORKDAY INC 3.80%                             | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278479.43    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3137024 | PA      | $2692217.12   | 0.09%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1443375 | PA      | $1439340.93   | 0.05%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 6.125%                        | TARGA RES. CORP 6.125%                        | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528790.13    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36292GPX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40575 | PA      | $41190.49     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36296JDN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12876 | PA      | $13305.23     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31401GKC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20854 | PA      | $21064.22     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31404MPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19125 | PA      | $19064.13     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202D6F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12970 | PA      | $13495.12     | 0.00%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31405MW37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6253 | PA      | $6374.86      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31415XQZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7219 | PA      | $7437.52      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EXT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9631 | PA      | $9938.86      | 0.00%             | 2038-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202ESD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11212 | PA      | $11941.61     | 0.00%             | 2038-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31417MTV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17907 | PA      | $17871.83     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 312939WA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54445 | PA      | $55092.89     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31417AXX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253015 | PA      | $239529.52    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138E2G41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196632 | PA      | $189898.85    | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202ECA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32798 | PA      | $34088.74     | 0.00%             | 2035-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31402QYT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6082 | PA      | $6117.18      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407EPG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11477 | PA      | $11572.68     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31407KQU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51370 | PA      | $52872.63     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36230QJW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61508 | PA      | $58991.34     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36178DZZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114192 | PA      | $106535.80    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138EL5Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53210 | PA      | $52558.17     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417EKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276288 | PA      | $252937.86    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42513 | PA      | $38353.48     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65187 | PA      | $61180.70     | 0.00%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INTE 2.75%                     | JAPAN BANK FOR INTE 2.75%                     | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1372800 | PA      | $1346538.06   | 0.05%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CYK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23826 | PA      | $23327.96     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YYNA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188809 | PA      | $183286.17    | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JVD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94281 | PA      | $87374.00     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418D4X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3776140 | PA      | $3060277.78   | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO/THE 4.125%                          | TIMKEN CO/THE 4.125%                          | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94315.28     | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANA 3.875%                     | ROYAL BANK OF CANA 3.875%                     | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $575883.65    | 0.02%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 31296RQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19578 | PA      | $19627.32     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132D6CT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    252498 | PA      | $241224.73    | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL. CORP F2F                         | TRUIST FINL. CORP F2F                         | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006579.90   | 0.03%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA/CLEVELAN 5.00%                     | KEYBANK NA/CLEVELAN 5.00%                     | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492798.12    | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 4.80%                             | TARGET CORP 4.80%                             | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351513.57    | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT 4.70%                     | TOYOTA MOTOR CREDIT 4.70%                     | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498125.52    | 0.02%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DQG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407629 | PA      | $405146.42    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540997 | PA      | $563964.29    | 0.02%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALE O/SEAS. LTD 6.125%                       | VALE O/SEAS. LTD 6.125%                       | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $625812.00    | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DP7E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459386 | PA      | $485121.38    | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3133C6TQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    816231 | PA      | $808081.45    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140NL4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723804 | PA      | $729887.50    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 5.05%                     | NORFOLK SOUTHERN CO 5.05%                     | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408652.85    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QKDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587404 | PA      | $516014.38    | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XMBE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267105 | PA      | $273566.85    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC 4.50%                      | PROVINCE OF QUEBEC 4.50%                      | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $501825.00    | 0.02%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128K64H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4226 | PA      | $4268.76      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AAZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54244 | PA      | $53683.37     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3138EGP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23921 | PA      | $24685.49     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202F4A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38215 | PA      | $39435.57     | 0.00%             | 2042-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138X02X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932792 | PA      | $877281.45    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YGML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       556 | PA      | $554.18       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q7WS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    527232 | PA      | $491253.36    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140GV3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209159 | PA      | $194540.95    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179M4K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9757 | PA      | $9661.83      | 0.00%             | 2028-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HCCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144142 | PA      | $137754.65    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QBS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2051230 | PA      | $1834487.68   | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKFE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509416 | PA      | $434419.24    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740851 | PA      | $603220.60    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140L25L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469261 | PA      | $423438.18    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454379 | PA      | $375028.94    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC 3.75%                      | CENOVUS ENERGY INC 3.75%                      | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $139559.13    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KNBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2150855 | PA      | $1825730.41   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437527 | PA      | $405200.19    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIO 3.00%                     | MONDELEZ INTERNATIO 3.00%                     | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452399.77    | 0.02%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RE 4.30%                     | AMERICAN HOMES 4 RE 4.30%                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152161.89    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 4.30%                     | GENERAL MOTORS FINL 4.30%                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81171.45     | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2576574 | PA      | $2214048.11   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.25%                               | APPLE INC 3.25%                               | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36139.09     | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP F2F                         | STATE STREET CORP F2F                         | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298361.45    | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2V                            | MORGAN STANLEY F2V                            | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $819529.08    | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QQUU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061864 | PA      | $1122520.53   | 0.04%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 31297FZP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43830 | PA      | $44261.22     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514289.85    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH 5.905%                     | GE HEALTHCARE TECH 5.905%                     | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $632889.28    | 0.02%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.80%                     | GENERAL MOTORS FINL 5.80%                     | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512200.64    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140M5P82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815074 | PA      | $807793.67    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG. LUX 3.625%                      | JBS USA HLDG. LUX 3.625%                      | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $370516.04    | 0.01%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QSQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    840300 | PA      | $848057.06    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XLPR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667069 | PA      | $684384.32    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53644 | PA      | $54735.95     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36290QJN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9160 | PA      | $9292.17      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 36296XVF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157124 | PA      | $156421.62    | 0.01%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q8QY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180810 | PA      | $173352.67    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    138155 | PA      | $135643.12    | 0.00%             | 2030-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132DMJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328875 | PA      | $307653.58    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429176 | PA      | $379196.93    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140QFRT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199517 | PA      | $930002.49    | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418D7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1577857 | PA      | $1418882.95   | 0.05%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $174048.80    | 0.01%             | 2031-10-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2132832 | PA      | $1836140.83   | 0.06%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 2.50%                      | INTERNATIONAL BANK 2.50%                      | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $917251.52    | 0.03%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $482250.75    | 0.02%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418ES84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61697 | PA      | $61424.05     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICH 3.875%                     | LANDWIRTSCHAFTLICH 3.875%                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $500403.80    | 0.02%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CBRE SERVS. INC 5.95%                         | CBRE SERVS. INC 5.95%                         | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208201.42    | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 5.33%                     | CHILE GOV. INTL. BO 5.33%                     | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $471500.00    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140NAVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311043 | PA      | $308368.52    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XLAY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157860 | PA      | $156351.12    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132CW4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    706793 | PA      | $670339.55    | 0.02%             | 2036-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M5BU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11402 | PA      | $11976.89     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M5GW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14805 | PA      | $15547.58     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413EYN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9049 | PA      | $9399.79      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KNCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21029 | PA      | $21518.31     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128L7FT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27928 | PA      | $28259.84     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36241KQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28179 | PA      | $28536.59     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137035 | PA      | $129728.87    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186075 | PA      | $176392.64    | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9E25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41407 | PA      | $40638.09     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114968 | PA      | $109325.45    | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133A25C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1283974 | PA      | $1149475.62   | 0.04%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X7TF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2291142 | PA      | $2047326.47   | 0.07%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ5Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833627 | PA      | $683249.65    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ6P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1129350 | PA      | $924209.75    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KRUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193694 | PA      | $976444.36    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL B 3.45%                     | CANADIAN IMPERIAL B 3.45%                     | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $496361.22    | 0.02%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC MULTIFA 2.25%                     | FREDDIE MAC MULTIFA 2.25%                     | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $268164.39    | 0.01%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 5.25%                             | METLIFE INC 5.25%                             | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367675.68    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GRP. HLD F2F                     | SANTANDER UK GRP. HLD F2F                     | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $722265.10    | 0.02%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 6.00%                     | GENERAL MOTORS FINL 6.00%                     | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511188.16    | 0.02%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT B 4.00%                     | ASIAN DEVELOPMENT B 4.00%                     | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1981244.92   | 0.07%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299936.77    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 7.50%                         | FANNIE MAE POOL 7.50%                         | CUSIP: 31412ETX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3381 | PA      | $3423.27      | 0.00%             | 2037-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418ET67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1622655 | PA      | $1635385.44   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418ETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62250 | PA      | $62305.12     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 5.95%                              | NASDAQ INC 5.95%                              | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300917.00    | 0.01%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140XK5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437925 | PA      | $393802.75    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296XJ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8138 | PA      | $8329.51      | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179MLA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60888 | PA      | $62026.52     | 0.00%             | 2042-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.50%                     | FREDDIE MAC GOLD PO 4.50%                     | CUSIP: 3128MDH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        29 | PA      | $29.41        | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138AMS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52517 | PA      | $50710.67     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WJLE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84503 | PA      | $79998.18     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14 VAR                           | BANK 2018-BNK14 VAR                           | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198536.32    | 0.01%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18 3.325%                        | BANK 2019-BNK18 3.325%                        | CUSIP: 065402BB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $192960.32    | 0.01%             | 2062-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56608 | PA      | $51543.23     | 0.00%             | 2040-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6SP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477568 | PA      | $427487.00    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D55S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411875 | PA      | $379978.07    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140X7AL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188006 | PA      | $178670.17    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BC7H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $171118.36    | 0.01%             | 2032-11-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140JSAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679776 | PA      | $556305.04    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER IN 4.05%                     | KEURIG DR PEPPER IN 4.05%                     | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189207.47    | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    910657 | PA      | $933332.45    | 0.03%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128K9AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18747 | PA      | $18911.55     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31414MDS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58252 | PA      | $57649.98     | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNA FINL. CORP 5.50%                          | CNA FINL. CORP 5.50%                          | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202807.89    | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XLLY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227886 | PA      | $232307.00    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132D6EU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57371 | PA      | $57846.76     | 0.00%             | 2038-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1122530 | PA      | $1137307.66   | 0.04%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XLVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396003 | PA      | $398938.63    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMS. 5.125%                      | BRITISH TELECOMS. 5.125%                      | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203055.72    | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 4.314%                     | BBCMS MTGE. TST. 2 4.314%                     | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $345779.18    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG. LTD 6.25%                        | ATHENE HLDG. LTD 6.25%                        | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91758.48     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BUNGE FIN. CORP 3.20%                         | BUNGE FIN. CORP 3.20%                         | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186539.21    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.926%                     | FREDDIE MAC MULTIF 3.926%                     | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $198983.66    | 0.01%             | 2028-06-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HJHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89825 | PA      | $86045.97     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.15%                                | AT&T INC 5.15%                                | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264595.76    | 0.01%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 4.50%                      | HOME DEPOT INC/THE 4.50%                      | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335801.82    | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59070.53     | 0.00%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 3.875%                     | UNITEDHEALTH GROUP 3.875%                     | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    218000 | PA      | $215858.27    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISO 5.375%                     | CONSOLIDATED EDISO 5.375%                     | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306971.22    | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 4.65%                     | CONSOLIDATED EDISON 4.65%                     | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85057.00     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041585.14   | 0.03%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ARES CAP. CORP 5.95%                          | ARES CAP. CORP 5.95%                          | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301480.48    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC 4.625%                     | PROVINCE OF QUEBEC 4.625%                     | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    800000 | PA      | $802053.12    | 0.03%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WH6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145776 | PA      | $131372.69    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 4.39%                           | BAT CAP. CORP 4.39%                           | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $299817.54    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| INDONESIA REP 5.35% 1                         | INDONESIA REP 5.35% 1                         | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $945115.92    | 0.03%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515333.00    | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 5.84%                     | SANTANDER DRIVE AUT 5.84%                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50892.38     | 0.00%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL 5.10%                     | NATIONAL RURAL UTIL 5.10%                     | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826589.60    | 0.03%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP 4.75%                        | KILROY REALTY LP 4.75%                        | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    112000 | PA      | $111135.86    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B8 4.2317%                     | BENCHMARK 2018-B8 4.2317%                     | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98343.12     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS COR 6.20%                     | LAS VEGAS SANDS COR 6.20%                     | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204937.13    | 0.01%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 5.30%                     | COMMONWEALTH EDISON 5.30%                     | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308616.61    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5TM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2558473 | PA      | $2535924.28   | 0.08%             | 2055-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LL 5.75%                     | ENTERGY ARKANSAS LL 5.75%                     | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293005.16    | 0.01%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74426 | PA      | $75311.13     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64616 | PA      | $61528.28     | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    205711 | PA      | $207332.55    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP 6.25%                       | KINROSS GOLD CORP 6.25%                       | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106654.55    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EX 5.25%                     | INTERCONTINENTAL EX 5.25%                     | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413106.88    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA F2V                                    | SEMPRA F2V                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502251.50    | 0.02%             | 2056-04-01      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418C5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100074 | PA      | $96904.16     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YS70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    771356 | PA      | $786226.36    | 0.03%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 5.75%                               | KELLANOVA 5.75%                               | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195475.91    | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335046 | PA      | $341627.43    | 0.01%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NOR 5.10%                     | AMCOR FLEXIBLES NOR 5.10%                     | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201871.59    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418FMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212900 | PA      | $219584.95    | 0.01%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 1.375%                        | ASTRAZENECA PLC 1.375%                        | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    731000 | PA      | $645072.09    | 0.02%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    548106 | PA      | $558152.35    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XNCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241451 | PA      | $220894.55    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XTRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137698 | PA      | $132489.23    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5EA9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    467578 | PA      | $424566.05    | 0.01%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. 3.125%                      | ENTERPRISE PRODS. 3.125%                      | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    138000 | PA      | $132983.83    | 0.00%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CO 4.421%                     | WESTPAC BANKING CO 4.421%                     | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $269005.13    | 0.01%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 3.55%                     | BURLINGTON NORTHERN 3.55%                     | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $287822.21    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 6.375%                            | NETFLIX INC 6.375%                            | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    600000 | PA      | $635833.94    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEV 4.393%                     | ADVANCED MICRO DEV 4.393%                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124391.56    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL. INFO 5.10%                     | FIDELITY NATL. INFO 5.10%                     | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398580.01    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 5.099%                     | PG&E WILDFIRE REC. 5.099%                     | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69289.62     | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HLDGS 5.75%                     | RENAISSANCERE HLDGS 5.75%                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $513297.49    | 0.02%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMS. INC 4.55%                       | ROGERS COMMS. INC 4.55%                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $394919.98    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 5.35%                     | NORFOLK SOUTHERN CO 5.35%                     | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93233.65     | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| FISERV INC 5.15%                              | FISERV INC 5.15%                              | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485648.60    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEU 6.05%                     | OCCIDENTAL PETROLEU 6.05%                     | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486199.50    | 0.02%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FNDG 4.93%                     | SYNCHRONY CARD FNDG 4.93%                     | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101013.65    | 0.00%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| WORLD FINL. NETWORK 4.62%                     | WORLD FINL. NETWORK 4.62%                     | CUSIP: 981464HU7<br>LEI: 549300RSY3BGZS85SD04 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100603.81    | 0.00%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.854%                     | FREDDIE MAC MULTIF 3.854%                     | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $149053.76    | 0.00%             | 2028-06-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XMSQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135282 | PA      | $123848.88    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 3.50%                       | HEALTHPEAK OP LLC 3.50%                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    277000 | PA      | $267696.38    | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 4.20%                     | ENTERPRISE PRODS. O 4.20%                     | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $556374.74    | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 2.829%                     | TOTALENERGIES CAP. 2.829%                     | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $473718.23    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 3.10%                        | WELLTOWER OP LLC 3.10%                        | CUSIP: 95040QAJ3<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    218000 | PA      | $207403.48    | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINL. I 3.85%                     | BRIGHTHOUSE FINL. I 3.85%                     | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $138964.67    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP 2.30%                     | INVITATION HOMES OP 2.30%                     | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188228.55    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS 2.85%                      | CHUBB INA HOLDINGS 2.85%                      | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62136.98     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 5.90%                     | PACIFIC GAS AND ELE 5.90%                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828342.95    | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887%                           | COMCAST CORP 2.887%                           | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $57806.56     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS 2.043%                     | HUNTINGTON INGALLS 2.043%                     | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189402.26    | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    350000 | PA      | $350756.95    | 0.01%             | 2033-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTL. INC 4.75%                     | HONEYWELL INTL. INC 4.75%                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1002.26      | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.30%                      | META PLATFORMS INC 4.30%                      | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753345.95    | 0.03%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.95%                                 | HCA INC 5.95%                                 | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96185.67     | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65%                               | AMGEN INC 5.65%                               | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484712.11    | 0.02%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132ACRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35878 | PA      | $35263.20     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5D85<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     76875 | PA      | $73990.71     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5JS5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     35145 | PA      | $34567.42     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SE 3.30%                     | WISCONSIN PUBLIC SE 3.30%                     | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102599.56    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NOV INC 3.60%                                 | NOV INC 3.60%                                 | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144852.31    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS AND ELE 4.95%                     | PACIFIC GAS AND ELE 4.95%                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248512.88    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418D7F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8109819 | PA      | $6870508.96   | 0.23%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.375%                               | RTX CORP 2.375%                               | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     68000 | PA      | $59866.02     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 3.40%                      | REALTY INCOME CORP 3.40%                      | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     61000 | PA      | $59980.88     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LEAR CORP 3.55%                               | LEAR CORP 3.55%                               | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132496.77    | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP 2.979%                             | NUCOR CORP 2.979%                             | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $166894.18    | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987%                           | COMCAST CORP 2.987%                           | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $264747.07    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BAXTER INTL. INC 3.132%                       | BAXTER INTL. INC 3.132%                       | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $85869.40     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 5.40%                     | MEXICO GOV. INTL. B 5.40%                     | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1012500.00   | 0.03%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL. IN 3.85%                     | COREBRIDGE FINL. IN 3.85%                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1386251.94   | 0.05%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179X5J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1309273 | PA      | $1338696.67   | 0.04%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 5.227%                     | BP CAP. MKTS. AMER 5.227%                     | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816434.33    | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVA 5.05%                     | GOLDMAN SACHS PRIVA 5.05%                     | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561302.74    | 0.02%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360701 | PA      | $346406.80    | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.90%                             | ORACLE CORP 3.90%                             | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    336000 | PA      | $284466.26    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31407CJ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25856 | PA      | $26066.42     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY 5.638%                     | PUGET SOUND ENERGY 5.638%                     | CUSIP: 745332CD6<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336158.21    | 0.01%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP 4.50%                        | ERP OPERATING LP 4.50%                        | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46714.74     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40035 | PA      | $38903.51     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5D28<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    368274 | PA      | $334397.15    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP 2.50%                        | BLACK HILLS CORP 2.50%                        | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456322.56    | 0.02%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18632 | PA      | $16347.11     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140J6GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63574 | PA      | $59531.14     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 4.55%                     | PACIFIC GAS AND ELE 4.55%                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1909091 | PA      | $1883215.22   | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418D7E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3089105 | PA      | $2501875.62   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.90%                               | APPLE INC 2.90%                               | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394221.16    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 3.80%                      | VIRGINIA ELEC. AND 3.80%                      | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93169.99     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CO 1.953%                     | WESTPAC BANKING CO 1.953%                     | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    308000 | PA      | $291062.89    | 0.01%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PG&E ENERGY REC. F 2.822%                     | PG&E ENERGY REC. F 2.822%                     | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $36852.90     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 5.00%                              | CABOT CORP 5.00%                              | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69934.73     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 6.50%                         | TARGA RES. CORP 6.50%                         | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205163.90    | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 6.35%                     | MEXICO GOV. INTL. B 6.35%                     | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $510775.00    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418ES50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578071 | PA      | $582871.05    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387959 | PA      | $361578.81    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 3.25%                     | NORTHROP GRUMMAN CO 3.25%                     | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491065.48    | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.00%                         | CVS HEALTH CORP 6.00%                         | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379454.86    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.55%                      | META PLATFORMS INC 4.55%                      | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004163.89   | 0.03%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206625 | PA      | $201337.78    | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.125%                            | NUTRIEN LTD 4.125%                            | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $21080.33     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES I 3.95%                     | REPUBLIC SERVICES I 3.95%                     | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    432000 | PA      | $429468.39    | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90447 | PA      | $86618.04     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVS. INC 5.25%                       | QUANTA SERVS. INC 5.25%                       | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201197.85    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN PO 6.05%                     | INDIANA MICHIGAN PO 6.05%                     | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211702.39    | 0.01%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3131Y2FT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115600 | PA      | $116072.72    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329NU89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125366 | PA      | $120065.76    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 6.75%                     | CONSOLIDATED EDISON 6.75%                     | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112435.19    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202EWD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14701 | PA      | $15170.58     | 0.00%             | 2038-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 3620A9S44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36116 | PA      | $36786.98     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.80%                              | INTEL CORP 4.80%                              | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69931.47     | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 2.25%                     | TEXAS INSTRUMENTS I 2.25%                     | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187481.42    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272308 | PA      | $231849.41    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM 6.50%                      | MARATHON PETROLEUM 6.50%                      | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319323.13    | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 3.95%                     | CONSOLIDATED EDISON 3.95%                     | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96558.42     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO 3.25%                      | AMEREN ILLINOIS CO 3.25%                      | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $200486.23    | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 6.40%                      | WALT DISNEY CO/THE 6.40%                      | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34386.01     | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC 3.10%                             | SNAP-ON INC 3.10%                             | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66342.58     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN I 4.625%                     | FREEPORT-MCMORAN I 4.625%                     | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496713.12    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVERNMENT I 4.50%                     | ISRAEL GOVERNMENT I 4.50%                     | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $168919.24    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.30%                                | AT&T INC 3.30%                                | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    550000 | PA      | $348234.19    | 0.01%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.10%                                | AT&T INC 3.10%                                | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $648774.90    | 0.02%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC 4.80%                            | NISOURCE INC 4.80%                            | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    580000 | PA      | $507868.70    | 0.02%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP 4.125%                             | LOEWS CORP 4.125%                             | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62119.98     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201534 | PA      | $188826.14    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140002 | PA      | $133486.03    | 0.00%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    977688 | PA      | $808590.67    | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2083154 | PA      | $1613157.09   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.45%                         | MCDONALD S CORP 4.45%                         | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    112000 | PA      | $92500.74     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APOLLO GBL. MGT. I 6.375%                     | APOLLO GBL. MGT. I 6.375%                     | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211828.41    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2173322 | PA      | $1796405.27   | 0.06%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL. 1.75%                     | PHILIP MORRIS INTL. 1.75%                     | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    181000 | PA      | $160272.25    | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     36000 | PA      | $31173.78     | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 2.50%                      | BERKSHIRE HATHAWAY 2.50%                      | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $175095.36    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING COR 6.82%                     | WESTPAC BANKING COR 6.82%                     | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $327464.72    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 5.477%                     | FREDDIE MAC MULTIF 5.477%                     | CUSIP: 3137HBPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $515382.50    | 0.02%             | 2029-01-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 2.44%                     | NEXTERA ENERGY CAP. 2.44%                     | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    439000 | PA      | $386837.23    | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC 2.65%                         | DOLLAR TREE INC 2.65%                         | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177905.19    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 5.40%                     | FREDDIE MAC MULTIFA 5.40%                     | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $515811.60    | 0.02%             | 2029-01-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 5.65%                     | ELEVANCE HEALTH INC 5.65%                     | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282617.00    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XW4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93297 | PA      | $87161.35     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XNFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186443 | PA      | $170627.28    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC 6.00%                     | SOUTHWESTERN PUBLIC 6.00%                     | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302221.10    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1566735 | PA      | $1515559.16   | 0.05%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132A84G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27201 | PA      | $25912.59     | 0.00%             | 2032-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132A1W42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7565 | PA      | $7645.18      | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393930 | PA      | $373935.30    | 0.01%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 2.95%                           | BOEING CO/THE 2.95%                           | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235268.63    | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP 3.375%                             | WEIBO CORP 3.375%                             | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188140.34    | 0.01%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CORPORATE OFFICE PR 2.90%                     | CORPORATE OFFICE PR 2.90%                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169226.03    | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37 VAR                           | BANK 2021-BNK37 VAR                           | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $177963.72    | 0.01%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARI 2.125%                     | PROVINCE OF ONTARI 2.125%                     | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     60000 | PA      | $53507.17     | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| KLA CORP 5.25%                                | KLA CORP 5.25%                                | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228043.27    | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 3.25%                              | BIOGEN INC 3.25%                              | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126543.91    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3133CV2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    844993 | PA      | $862526.85    | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAREX GRP. PLC 6.404%                         | MAREX GRP. PLC 6.404%                         | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51493.55     | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS IN 5.386%                     | NOMURA HOLDINGS IN 5.386%                     | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1212319.37   | 0.04%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMS. INC 4.50%                       | ROGERS COMMS. INC 4.50%                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $337314.47    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 6.00%                         | NEVADA POWER CO 6.00%                         | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200279.43    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 5.55%                     | ENTERPRISE PRODS. O 5.55%                     | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288578.93    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRES 5.55%                     | DUKE ENERGY PROGRES 5.55%                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289809.08    | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP F2F                        | FIRST HORIZON CORP F2F                        | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101320.05    | 0.00%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 5.40%                             | NETFLIX INC 5.40%                             | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    630000 | PA      | $610120.32    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHS. INC 5.50%                     | L3HARRIS TECHS. INC 5.50%                     | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95715.63     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTR 5.25%                     | EVERGY KANSAS CENTR 5.25%                     | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201598.01    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEA 4.50%                     | VOLKSWAGEN AUTO LEA 4.50%                     | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50260.78     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 4.65%                     | CAPITAL ONE MULTI-A 4.65%                     | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98728.32     | 0.00%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP 6.375%                          | WESTLAKE CORP 6.375%                          | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295596.06    | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HNWM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $99283.66     | 0.00%             | 2035-10-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SCE REC. FNDG. LLC 5.541%                     | SCE REC. FNDG. LLC 5.541%                     | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48881.61     | 0.00%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PAR 5.55%                     | CHENIERE ENERGY PAR 5.55%                     | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254587.09    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 5.60%                     | ABBOTT LABORATORIES 5.60%                     | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487373.65    | 0.02%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WFRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239132 | PA      | $224481.61    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.85%                          | HALLIBURTON CO 4.85%                          | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267432.01    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 4.95%                           | DTE ENERGY CO 4.95%                           | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1902224.16   | 0.06%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PPL CAP. FNDG. INC 5.25%                      | PPL CAP. FNDG. INC 5.25%                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352478.94    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WF5Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304701 | PA      | $285560.65    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    837000 | PA      | $829407.32    | 0.03%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CSX CORP 6.00%                                | CSX CORP 6.00%                                | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107038.42    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC 5.95%                               | WYETH LLC 5.95%                               | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    625000 | PA      | $662517.54    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B5 4.2076%                     | BENCHMARK 2018-B5 4.2076%                     | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197907.10    | 0.01%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688698 | PA      | $684871.07    | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP/THE 6.00%                          | CHUBB CORP/THE 6.00%                          | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53345.74     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 6.375%                     | ELEVANCE HEALTH IN 6.375%                     | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534800.25    | 0.02%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK COR 6.625%                     | KIMBERLY-CLARK COR 6.625%                     | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $395955.77    | 0.01%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A4SQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90090 | PA      | $88458.48     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201516 | PA      | $209545.39    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.60%                     | UNITED PARCEL SERV. 5.60%                     | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188847.32    | 0.01%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST NATL. MASTER 5.34%                      | FIRST NATL. MASTER 5.34%                      | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101251.53    | 0.00%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GATX CORP 6.05%                               | GATX CORP 6.05%                               | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148945.14    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5JC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    214478 | PA      | $199664.43    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XTVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173098 | PA      | $162538.55    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.60%                     | FLORIDA POWER & LIG 5.60%                     | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293666.27    | 0.01%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3187963 | PA      | $3252412.12   | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES 4.80%                     | ESSENTIAL UTILITIES 4.80%                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602282.75    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAP. COR 4.40%                     | JOHN DEERE CAP. COR 4.40%                     | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299636.53    | 0.01%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5.00%                           | AMPHENOL CORP 5.00%                           | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299618.79    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.85%                            | SYNOPSYS INC 4.85%                            | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007354.87   | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 3.875%                     | KREDITANSTALT FUER 3.875%                     | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $1001434.96   | 0.03%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 4.23%                     | JOHN DEERE OWNER TS 4.23%                     | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100279.42    | 0.00%             | 2029-09-17      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FREMF 2025-K760 MTGE. VAR                     | FREMF 2025-K760 MTGE. VAR                     | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $100925.50    | 0.00%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ENT. G 4.90%                     | PUBLIC SERV. ENT. G 4.90%                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706946.67    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPS. LP 5.625%                         | VICI PROPS. LP 5.625%                         | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199066.64    | 0.01%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 4.35%                             | TARGET CORP 4.35%                             | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251163.18    | 0.01%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC 5.25%                     | DELTA AIR LINES INC 5.25%                     | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251645.06    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOB 3.957%                     | COOPERATIEVE RABOB 3.957%                     | CUSIP: 21688ABP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    600000 | PA      | $597723.28    | 0.02%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.60%                      | META PLATFORMS INC 4.60%                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980378.42   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.00%                     | EXETER AUTOMOBILE R 5.00%                     | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |     50000 | PA      | $49503.56     | 0.00%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP. PRIVATE 5.60%                      | GOLUB CAP. PRIVATE 5.60%                      | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1126037.76   | 0.04%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.07%                     | SANTANDER DRIVE AUT 4.07%                     | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49472.11     | 0.00%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| VERTIV HLDGS. CO 4.85%                        | VERTIV HLDGS. CO 4.85%                        | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291710.23    | 0.01%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 5.70%                      | VIRGINIA ELEC. AND 5.70%                      | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221859.41    | 0.01%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.80%                              | EATON CORP 4.80%                              | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987292.67    | 0.03%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 7.25%                     | PROVINCE OF BRITISH 7.25%                     | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    175000 | PA      | $210788.66    | 0.01%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERV 4.50%                     | ARIZONA PUBLIC SERV 4.50%                     | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    230000 | PA      | $197981.20    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418AHQ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     72394 | PA      | $71155.72     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 6.375%                         | MORGAN STANLEY 6.375%                         | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $321415.08    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.15%                      | ENERGY TRANSFER LP 5.15%                      | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    309000 | PA      | $273496.82    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248054 | PA      | $235077.08    | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 3.875%                      | PANAMA GOV. INTL. 3.875%                      | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    564900 | PA      | $554494.54    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92979 | PA      | $91356.33     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FKKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $493886.45    | 0.02%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    383499 | PA      | $393202.53    | 0.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 7.00%                        | FREDDIE MAC POOL 7.00%                        | CUSIP: 3132DWJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167779 | PA      | $176385.71    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS. INC 5.15%                       | PAYPAL HLDGS. INC 5.15%                       | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498666.54    | 0.02%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QUNA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602756 | PA      | $608932.22    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 5.425%                     | TOTALENERGIES CAP. 5.425%                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $232451.83    | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 5.70%                     | ELEVANCE HEALTH INC 5.70%                     | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283568.95    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1917024 | PA      | $1901029.32   | 0.06%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.85%                        | GEORGIA POWER CO 4.85%                        | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303730.43    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US 5.45%                      | JANUS HENDERSON US 5.45%                      | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29910.64     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 3618N5XR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1964781 | PA      | $2001392.51   | 0.07%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA F2F                      | ROYAL BANK OF CANADA F2F                      | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $491525.07    | 0.02%             | 2031-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.875%                     | META PLATFORMS INC 4.875%                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490520.75    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN M 4.10%                     | FEDERAL HOME LOAN M 4.10%                     | CUSIP: 3134HCNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $496346.05    | 0.02%             | 2031-01-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LE 4.00%                     | FORD CREDIT AUTO LE 4.00%                     | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99708.93     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP. TST. 202 4.00%                     | CNH EQUIP. TST. 202 4.00%                     | CUSIP: 189920AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74661.39     | 0.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CA 5.375%                     | GLAXOSMITHKLINE CA 5.375%                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155839.65    | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTNCS. GRP 7.125%                     | TYCO ELECTNCS. GRP 7.125%                     | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $57739.63     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 8.00%                     | ANHEUSER-BUSCH INBE 8.00%                     | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    310000 | PA      | $387434.50    | 0.01%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO 5.60%                     | JPMORGAN CHASE & CO 5.60%                     | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405779.37    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 5.60%                              | PFIZER INC 5.60%                              | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198741.84    | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC 4.15%                                | VISA INC 4.15%                                | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95269.60     | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 6.75%                       | GENERAL MOTORS CO 6.75%                       | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150112.17    | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 3.65%                            | STRYKER CORP 3.65%                            | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    152000 | PA      | $150298.51    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EX 4.25%                     | INTERCONTINENTAL EX 4.25%                     | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402425.50    | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERV 4.20%                     | ARIZONA PUBLIC SERV 4.20%                     | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77905.36     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 4.95%                        | WELLTOWER OP LLC 4.95%                        | CUSIP: 95040QAF1<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89878.63     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.40%                                | RTX CORP 6.40%                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    880000 | PA      | $948916.30    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT C 5.85%                     | FORD MOTOR CREDIT C 5.85%                     | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007366.75   | 0.03%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 3.261%                     | MORGAN STANLEY CAP 3.261%                     | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239575.48    | 0.01%             | 2052-07-15      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| JABIL INC 3.00%                               | JABIL INC 3.00%                               | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276425.59    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XQA72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511977 | PA      | $521944.15    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1158064 | PA      | $1179407.44   | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386623 | PA      | $340648.70    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1024724 | PA      | $794068.98    | 0.03%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BF4D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $175110.72    | 0.01%             | 2031-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STORE CAP. CORP 2.70%                         | STORE CAP. CORP 2.70%                         | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174036.29    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL. 4.75%                     | PHILIP MORRIS INTL. 4.75%                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401818.45    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481016.80    | 0.02%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPER 2.25%                     | PUBLIC STORAGE OPER 2.25%                     | CUSIP: 74460DAJ8<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177427.08    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC 3.60%                          | APTARGROUP INC 3.60%                          | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139417.04    | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP 4.625%                     | NEXTERA ENERGY CAP 4.625%                     | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    820000 | PA      | $822931.80    | 0.03%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 5.75%                     | AERCAP IRELAND CAP. 5.75%                     | CUSIP: 00774MBC8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $307368.42    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.65%                            | SYNOPSYS INC 4.65%                            | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401467.06    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR PRODS. AND CHEM 4.30%                     | AIR PRODS. AND CHEM 4.30%                     | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250827.69    | 0.01%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 3618N5XQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3945488 | PA      | $3973360.84   | 0.13%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 3.50%                      | INTERNATIONAL BANK 3.50%                      | CUSIP: U4586CVN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1963628.00   | 0.07%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.70%                            | ALPHABET INC 5.70%                            | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116300.02    | 0.00%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT 3.50%                     | FEDERAL FARM CREDIT 3.50%                     | CUSIP: 3133EWAU4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $994274.66    | 0.03%             | 2028-01-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS. 4.35%                     | BAKER HUGHES HLDGS. 4.35%                     | CUSIP: 05724BAM1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1993515.23   | 0.07%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BMO 2026-5C14 MTG 5.2094%                     | BMO 2026-5C14 MTG 5.2094%                     | CUSIP: 05594WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508426.15    | 0.02%             | 2059-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126618 | PA      | $121886.86    | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202290 | PA      | $191289.02    | 0.01%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA 3.40%                     | DUKE ENERGY FLORIDA 3.40%                     | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $205966.32    | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNI 4.125%                     | SOUTHERN CALIFORNI 4.125%                     | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67360.16     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05%                         | CVS HEALTH CORP 5.05%                         | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    319000 | PA      | $273702.80    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS. CORP 3.35%                         | ITC HLDGS. CORP 3.35%                         | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196535.00    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $510088.15    | 0.02%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $102369.25    | 0.00%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GS MTGE. SECS. TST. 3.43%                     | GS MTGE. SECS. TST. 3.43%                     | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246408.70    | 0.01%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVI 3.75%                     | UNITED PARCEL SERVI 3.75%                     | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $135238.74    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE 5.90%                     | EXTRA SPACE STORAGE 5.90%                     | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313181.93    | 0.01%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0DT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418889 | PA      | $435568.77    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MO 4.3134%                     | UBS COMMERCIAL MO 4.3134%                     | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198314.94    | 0.01%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| PPL ELEC. UTILITIES 4.15%                     | PPL ELEC. UTILITIES 4.15%                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238803.73    | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP 5.25%                       | HYATT HOTELS CORP 5.25%                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304682.41    | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 5.532%                     | BBCMS MTGE. TST. 2 5.532%                     | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206675.40    | 0.01%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140W0QN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    891819 | PA      | $804907.34    | 0.03%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBI 4.42%                     | WORLD OMNI AUTOMOBI 4.42%                     | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50149.61     | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DVHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911809 | PA      | $909342.55    | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIEN 4.20%                     | THERMO FISHER SCIEN 4.20%                     | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247318.27    | 0.01%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140W2W80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1389489 | PA      | $1275956.93   | 0.04%             | 2053-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.625%                     | PHILIP MORRIS INTL 4.625%                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384788.09    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 4.25%                     | DOMINION ENERGY INC 4.25%                     | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498059.71    | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67978 | PA      | $66604.03     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.35%                            | ALPHABET INC 5.35%                            | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1896913.82   | 0.06%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 4.10%                      | NOVARTIS CAP. CORP 4.10%                      | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $998749.35    | 0.03%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGA VAR                     | UBS COMMERCIAL MORTGA VAR                     | CUSIP: 90276CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97185.16     | 0.00%             | 2050-08-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XQVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53602 | PA      | $51735.45     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINL. CONSUMER A 3.93%                     | GM FINL. CONSUMER A 3.93%                     | CUSIP: 36273EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98978.55     | 0.00%             | 2032-04-16      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FIN. 4.95%                     | BLACKSTONE REG FIN. 4.95%                     | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96511.04     | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y2FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96549 | PA      | $92467.77     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEU 6.60%                     | OCCIDENTAL PETROLEU 6.60%                     | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103579.40    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KGUS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332747 | PA      | $298171.87    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHS. INC 3.00%                     | KEYSIGHT TECHS. INC 3.00%                     | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190191.63    | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME A 3.85%                     | CAPITAL ONE PRIME A 3.85%                     | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99488.64     | 0.00%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 4.03%                     | EXETER AUTOMOBILE R 4.03%                     | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    100000 | PA      | $99676.57     | 0.00%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABL 3.92%                     | ALLY AUTO RECEIVABL 3.92%                     | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99447.12     | 0.00%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.55%                     | SOUTHERN CALIFORNIA 5.55%                     | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274833.72    | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410VDW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6794 | PA      | $7106.21      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410V2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13215 | PA      | $13355.91     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 3.00%                     | PROCTER & GAMBLE CO 3.00%                     | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    794000 | PA      | $759953.78    | 0.03%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY 2.682%                        | DUKE UNIVERSITY 2.682%                        | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147283.69    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PERUVIAN GOV. INTL. 6.55%                     | PERUVIAN GOV. INTL. 6.55%                     | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $539625.00    | 0.02%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO 4.25%                     | JPMORGAN CHASE & CO 4.25%                     | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    299000 | PA      | $299157.99    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1274432 | PA      | $1098026.21   | 0.04%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.675%                         | MICROSOFT CORP 2.675%                         | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $55853.07     | 0.00%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3128MMT52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64772 | PA      | $62826.39     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD S CORP 4.875%                        | MCDONALD S CORP 4.875%                        | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178220.48    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 1.15%                     | ABBOTT LABORATORIES 1.15%                     | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104476.93    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN 2.13%                     | SUMITOMO MITSUI FIN 2.13%                     | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $359711.51    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARM. CO L 3.025%                     | TAKEDA PHARM. CO L 3.025%                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $376006.62    | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.10%                                 | UDR INC 2.10%                                 | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246768.87    | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    183653 | PA      | $180943.06    | 0.01%             | 2028-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.65%                           | CITIGROUP INC 4.65%                           | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253912.49    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 4.45%                              | ZOETIS INC 4.45%                              | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33558.48     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3133C9KV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1042966 | PA      | $1033381.60   | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.30%                              | PACIFICORP 5.30%                              | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405408.86    | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507837.58    | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418E7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    823141 | PA      | $839979.01    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC 5.90%                      | ROYALTY PHARMA PLC 5.90%                      | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96008.17     | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.50%                        | T-MOBILE USA INC 5.50%                        | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $458563.17    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140XNLR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1290736 | PA      | $1135415.09   | 0.04%             | 2053-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GRP. LP 4.95%                     | KITE REALTY GRP. LP 4.95%                     | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99626.51     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1947659 | PA      | $1957979.52   | 0.07%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. IN 4.375%                     | PHILIPPINE GOV. IN 4.375%                     | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $695901.14    | 0.02%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WF CARD ISSUANCE TR 4.29%                     | WF CARD ISSUANCE TR 4.29%                     | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100409.28    | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 MTGE. TR VAR                     | BMO 2024-C10 MTGE. TR VAR                     | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $205383.52    | 0.01%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO 5.40%                     | MARSH & MCLENNAN CO 5.40%                     | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281289.22    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.32%                     | HYUNDAI AUTO RECEIV 4.32%                     | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100233.75    | 0.00%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC 5.75%                      | STEEL DYNAMICS INC 5.75%                      | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241000.53    | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA 4.50%                     | PROVINCE OF ALBERTA 4.50%                     | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $501672.14    | 0.02%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT DEV. CANADA 4.125%                     | EXPORT DEV. CANADA 4.125%                     | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1006949.86   | 0.03%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 5.625%                          | BAT CAP. CORP 5.625%                          | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257115.26    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.51%                     | VERIZON MASTER TRUS 4.51%                     | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50223.40     | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 4.625%                          | AMPHENOL CORP 4.625%                          | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773622.39    | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 5.20%                      | NOVARTIS CAP. CORP 5.20%                      | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382679.50    | 0.01%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HPUA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199766.18    | 0.01%             | 2030-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-B 5.09951%                     | BENCHMARK 2026-B 5.09951%                     | CUSIP: 08164FAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249657.70    | 0.01%             | 2059-03-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V 5.12687%                     | BENCHMARK 2026-V 5.12687%                     | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506666.70    | 0.02%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB 6.125%                      | AMERICA MOVIL SAB 6.125%                      | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    505000 | PA      | $531049.33    | 0.02%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 0.00%                      | KREDITANSTALT FUER 0.00%                      | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $322210.47    | 0.01%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 3.70%                       | JOHNSON & JOHNSON 3.70%                       | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    600000 | PA      | $476679.08    | 0.02%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 5.67%                     | VERIZON MASTER TRUS 5.67%                     | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100992.89    | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 5.95%                     | NORFOLK SOUTHERN CO 5.95%                     | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594061.11    | 0.02%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIEN 5.00%                     | THERMO FISHER SCIEN 5.00%                     | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255054.02    | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HLDG. C 5.60%                     | ALLEGION US HLDG. C 5.60%                     | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204113.60    | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 5.50%                     | BURLINGTON NORTHERN 5.50%                     | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $144608.67    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140XNKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2439415 | PA      | $2243450.14   | 0.08%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.70%                      | INTERNATIONAL BANK 4.70%                      | CUSIP: 45906M5V9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $497335.02    | 0.02%             | 2034-11-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FIN. LLC 4.125%                      | BLUE OWL FIN. LLC 4.125%                      | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131728.20    | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MAT 5.50%                     | MARTIN MARIETTA MAT 5.50%                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188016.84    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CME GRP. INC 4.40%                            | CME GRP. INC 4.40%                            | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    710000 | PA      | $712146.88    | 0.02%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF 4.70%                      | LABORATORY CORP OF 4.70%                      | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261990.14    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN C 4.30%                     | AMERISOURCEBERGEN C 4.30%                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82496.84     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN. 4.80%                     | AMERICAN HONDA FIN. 4.80%                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499754.58    | 0.02%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSH F2V                     | FIRST CITIZENS BANCSH F2V                     | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97780.37     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 3.587%                     | MORGAN STANLEY CAP 3.587%                     | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196806.76    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 3.589%                     | WELLS FARGO COMMER 3.589%                     | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98288.24     | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3953480 | PA      | $4027586.61   | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 5.625%                     | META PLATFORMS INC 5.625%                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1124868.44   | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC 5.75%                      | META PLATFORMS INC 5.75%                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185760.74    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES STRAT. INC. FU 5.55%                     | ARES STRAT. INC. FU 5.55%                     | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143696.59    | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP 3.734%                             | INTEL CORP 3.734%                             | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    741000 | PA      | $517789.75    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| TAMPA ELEC. CO 4.30%                          | TAMPA ELEC. CO 4.30%                          | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80614.14     | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 3.55%                      | CENTERPOINT ENERGY 3.55%                      | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31117.62     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138X0ZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37807 | PA      | $37204.05     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15 VAR                           | BANK 2018-BNK15 VAR                           | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299099.88    | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP 3.00%                      | ESSEX PORTFOLIO LP 3.00%                      | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    154000 | PA      | $145085.87    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/TH 4.25%                      | DOW CHEMICAL CO/TH 4.25%                      | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    470000 | PA      | $426863.91    | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751255 | PA      | $706259.45    | 0.02%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 3.00%                            | CUBESMART LP 3.00%                            | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377135.43    | 0.01%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704794.46    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.65%                               | APPLE INC 4.65%                               | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    206000 | PA      | $185135.72    | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106557 | PA      | $102116.58    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 1.95%                     | INTERNATIONAL BUSIN 1.95%                     | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    796900 | PA      | $719638.79    | 0.02%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP 1.995%                           | CHEVRON CORP 1.995%                           | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $704740.27    | 0.02%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161659 | PA      | $145812.03    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140HEAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48518 | PA      | $47701.40     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DQ88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1095591 | PA      | $932271.79    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339175 | PA      | $300243.17    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56217 | PA      | $55287.39     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139643 | PA      | $137447.39    | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 MORTGA 4.279%                     | CD 2018-CD7 MORTGA 4.279%                     | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198680.70    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YKS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    953577 | PA      | $966677.00    | 0.03%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 4.80%                     | PROVINCE OF BRITISH 4.80%                     | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    750000 | PA      | $765989.00    | 0.03%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA 5.65%                     | BANK OF NOVA SCOTIA 5.65%                     | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $520401.58    | 0.02%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MTGE. 1.926%                      | DBJPM 20-C9 MTGE. 1.926%                      | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $89386.97     | 0.00%             | 2053-08-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 2.45%                       | JOHNSON & JOHNSON 2.45%                       | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    120000 | PA      | $64312.06     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XL3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151998 | PA      | $154946.68    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1076157 | PA      | $1095458.65   | 0.04%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONS. INC 5.45%                     | COCA-COLA CONS. INC 5.45%                     | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205023.38    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 4.80%                     | MARRIOTT INTL. INC/ 4.80%                     | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403394.22    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.80%                                | RTX CORP 4.80%                                | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360025.65    | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 3.379%                     | BP CAP. MKTS. AMER 3.379%                     | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    800000 | PA      | $513472.64    | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36180AAH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    483684 | PA      | $502975.79    | 0.02%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 4.60%                     | CARMAX AUTO OWNER T 4.60%                     | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50262.38     | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.00%                      | INTERNATIONAL BANK 4.00%                      | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $501312.07    | 0.02%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDS. INC 5.85%                        | MOHAWK INDS. INC 5.85%                        | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102881.33    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2V                             | CITIGROUP INC F2V                             | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029981.66   | 0.07%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 6.00%                              | HUMANA INC 6.00%                              | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231765.82    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FORTINET INC 2.20%                            | FORTINET INC 2.20%                            | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88887.52     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 1.50%                        | COCA-COLA CO/THE 1.50%                        | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77386.41     | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP 5.05%                                | CSX CORP 5.05%                                | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501855.02    | 0.02%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.90%                                 | HCA INC 4.90%                                 | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483404.97    | 0.02%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418EBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7152943 | PA      | $6055392.58   | 0.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINA 3.276%                     | CDW LLC / CDW FINA 3.276%                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $480342.40    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SCE REC. FNDG. LLC 5.341%                     | SCE REC. FNDG. LLC 5.341%                     | CUSIP: 78433LAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198664.07    | 0.01%             | 2045-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/T F2F                     | BANK OF NOVA SCOTIA/T F2F                     | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $594531.21    | 0.02%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP. TST. 202 4.14%                     | CNH EQUIP. TST. 202 4.14%                     | CUSIP: 189920AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99320.28     | 0.00%             | 2033-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES F2F                     | HUNTINGTON BANCSHARES F2F                     | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394162.16    | 0.01%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 4.90%                       | JOHNSON & JOHNSON 4.90%                       | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516634.73    | 0.02%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POW 5.65%                     | NORTHERN STATES POW 5.65%                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392716.76    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 5.30%                     | AERCAP IRELAND CAP. 5.30%                     | CUSIP: 00774MBH7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199028.18    | 0.01%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.80%                     | TOYOTA MOTOR CREDIT 4.80%                     | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497254.11    | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 4.65%                        | COCA-COLA CO/THE 4.65%                        | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503283.32    | 0.02%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| SANTANDER DRIVE AUT 3.93%                     | SANTANDER DRIVE AUT 3.93%                     | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49669.89     | 0.00%             | 2030-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAP. CO 6.95%                     | MAIN STREET CAP. CO 6.95%                     | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102891.53    | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| EQT CORP 5.75%                                | EQT CORP 5.75%                                | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206186.75    | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP. CORP 5.95%                      | BLUE OWL CAP. CORP 5.95%                      | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395190.27    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.875%                     | PHILIP MORRIS INTL 4.875%                     | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608935.43    | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND E 3.75%                     | BALTIMORE GAS AND E 3.75%                     | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    475000 | PA      | $354902.45    | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES 3.375%                      | REPUBLIC SERVICES 3.375%                      | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    296000 | PA      | $292192.29    | 0.01%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     98977 | PA      | $96881.71     | 0.00%             | 2030-08-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346913 | PA      | $324612.41    | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HLDG. 4.65%                     | FEDEX FREIGHT HLDG. 4.65%                     | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491432.51    | 0.02%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTBL. INFRA. C 6.00%                     | HA SUSTBL. INFRA. C 6.00%                     | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164942.22    | 0.01%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.26%                     | SANTANDER DRIVE AUT 4.26%                     | CUSIP: 80288FAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49350.05     | 0.00%             | 2032-04-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $392815.34    | 0.01%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5EL5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     96419 | PA      | $92722.35     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.125%                             | HUMANA INC 3.125%                             | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80871.71     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25%                         | CVS HEALTH CORP 3.25%                         | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    191000 | PA      | $183027.12    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC 4.15%                     | GLOBAL PAYMENTS INC 4.15%                     | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    400000 | PA      | $284654.21    | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.45%                            | COMCAST CORP 3.45%                            | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196693.65    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132CWBR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310616 | PA      | $299277.74    | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BDUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $886344.30    | 0.03%             | 2030-11-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DP6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    558040 | PA      | $556106.72    | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. 3.679%                      | UBS COMMER. MTGE. 3.679%                      | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148021.16    | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132606 | PA      | $126611.30    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203407.34    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 5.25%                     | GILEAD SCIENCES INC 5.25%                     | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034204.64   | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHS. INC 4.40%                     | L3HARRIS TECHS. INC 4.40%                     | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    449000 | PA      | $449278.25    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 3.125%                     | INTER-AMERICAN DEV 3.125%                     | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983731.11    | 0.03%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 4.80%                       | JOHNSON & JOHNSON 4.80%                       | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    690000 | PA      | $707262.08    | 0.02%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| PG&E REC. FNDG. LL 4.838%                     | PG&E REC. FNDG. LL 4.838%                     | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86789 | PA      | $88077.38     | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XQBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691625 | PA      | $706204.36    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAP. CORP 4.625%                     | UNILEVER CAP. CORP 4.625%                     | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98829.75     | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.31%                     | HYUNDAI AUTO RECEIV 4.31%                     | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49424.13     | 0.00%             | 2033-06-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138AHZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1628 | PA      | $1680.57      | 0.00%             | 2041-09-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN 3.287%                     | MITSUBISHI UFJ FIN 3.287%                     | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    378000 | PA      | $373486.94    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5BD6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    222774 | PA      | $209469.34    | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5HR9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    260204 | PA      | $248423.97    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A46H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149180 | PA      | $141151.85    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA 3.306%                     | BANCO SANTANDER SA 3.306%                     | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1349009.12   | 0.05%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. B 3.16%                     | PANAMA GOV. INTL. B 3.16%                     | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     33100 | PA      | $30878.99     | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: —       |
| BANK 2019-BNK19 3.183%                        | BANK 2019-BNK19 3.183%                        | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $284154.90    | 0.01%             | 2061-08-15      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334XHH5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    168624 | PA      | $156251.76    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X6CQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    815410 | PA      | $728836.44    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XCBQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084157 | PA      | $998442.62    | 0.03%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138EM6P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    872858 | PA      | $842459.83    | 0.03%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 5.80%                         | ALTRIA GRP. INC 5.80%                         | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572251.18    | 0.02%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN 3.741%                     | MITSUBISHI UFJ FIN 3.741%                     | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1475932.59   | 0.05%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 MTGE. VAR                      | COMM 2019-GC44 MTGE. VAR                      | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $123412.14    | 0.00%             | 2057-08-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421152 | PA      | $358890.65    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DSL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207203 | PA      | $187618.54    | 0.01%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.921%                         | MICROSOFT CORP 2.921%                         | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    500000 | PA      | $321564.18    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDI 2.60%                     | ZIMMER BIOMET HOLDI 2.60%                     | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357155.25    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS. IN 3.05%                     | CHUBB INA HLDGS. IN 3.05%                     | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120100.02    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390138 | PA      | $341217.28    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3133BKFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    705616 | PA      | $684140.60    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 5.75%                      | DIAMONDBACK ENERGY 5.75%                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283722.75    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 5.24%                     | AMERICAN EXPRESS CR 5.24%                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103091.86    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140QN7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349318 | PA      | $1238136.08   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1623768 | PA      | $1429252.08   | 0.05%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 5.69%                     | CARMAX AUTO OWNER T 5.69%                     | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102371.18    | 0.00%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CANADA GOV. INTL. 4.625%                      | CANADA GOV. INTL. 4.625%                      | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1200000 | PA      | $1227053.78   | 0.04%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418EE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5233969 | PA      | $4426028.67   | 0.15%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANC F2V                     | MITSUBISHI UFJ FINANC F2V                     | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201803.45    | 0.01%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133W9D99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    863067 | PA      | $869244.95    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONA 3.50%                     | BAXTER INTERNATIONA 3.50%                     | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $229860.73    | 0.01%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31403DQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85315 | PA      | $85559.89     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QSQH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679003 | PA      | $696184.57    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5DL6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    295134 | PA      | $277130.95    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION 3.266%                      | KAISER FOUNDATION 3.266%                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $342277.24    | 0.01%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WG5T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177306 | PA      | $160181.69    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.45%                      | BERKSHIRE HATHAWAY 4.45%                      | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162242.26    | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECH. INC 5.75%                       | MARVELL TECH. INC 5.75%                       | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309743.75    | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5.95%                       | KINDER MORGAN INC 5.95%                       | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198422.95    | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.794%                     | FREDDIE MAC MULTIF 3.794%                     | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $94963.48     | 0.00%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QDDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721422 | PA      | $636283.88    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DYB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2512720 | PA      | $2041616.44   | 0.07%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERUVIAN GOV. INTL. 3.30%                     | PERUVIAN GOV. INTL. 3.30%                     | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | PA      | $376700.00    | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 3.041%                         | MICROSOFT CORP 3.041%                         | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $607576.05    | 0.02%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1136568 | PA      | $978523.59    | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK38 2.521%                        | BANK 2021-BNK38 2.521%                        | CUSIP: 06540EAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $264870.81    | 0.01%             | 2064-12-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795908.86    | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.75%                              | INTEL CORP 4.75%                              | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161822.14    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.705%                          | BOEING CO/THE 5.705%                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200314.43    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140QHPC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103269 | PA      | $93376.36     | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.875%                            | ORACLE CORP 2.875%                            | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    509000 | PA      | $452091.04    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC 3.318%                      | NOVANT HEALTH INC 3.318%                      | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    120000 | PA      | $75097.06     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP I F2F                     | GOLDMAN SACHS GROUP I F2F                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    808000 | PA      | $599115.82    | 0.02%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.95%                            | ENBRIDGE INC 5.95%                            | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99303.91     | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 6.45%                     | AERCAP IRELAND CAP. 6.45%                     | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1100000 | PA      | $1120706.16   | 0.04%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 2.25%                     | NEXTERA ENERGY CAP. 2.25%                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364504.87    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCI 3.65%                     | CAPITAL ONE FINANCI 3.65%                     | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142796.60    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W7UG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136007 | PA      | $124555.83    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138MQCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14521 | PA      | $14327.46     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q8AT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335343 | PA      | $312319.56    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $198543.90    | 0.01%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY 2.969%                       | EMORY UNIVERSITY 2.969%                       | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    500000 | PA      | $326501.19    | 0.01%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINA 3.60%                     | GENERAL MOTORS FINA 3.60%                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     99000 | PA      | $94152.38     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.25%                      | BERKSHIRE HATHAWAY 4.25%                      | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246206.39    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC. DELIVER 4.10%                     | ONCOR ELEC. DELIVER 4.10%                     | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235114.64    | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 5.95%                         | ALTRIA GRP. INC 5.95%                         | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    517000 | PA      | $501255.06    | 0.02%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.50%                                | CSX CORP 4.50%                                | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83417.16     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP 4.125%                      | ATMOS ENERGY CORP 4.125%                      | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234682.58    | 0.01%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS I 4.20%                     | QUEST DIAGNOSTICS I 4.20%                     | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58650.08     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JNTD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145946 | PA      | $135299.29    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DQ21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176614 | PA      | $160393.49    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2986833 | PA      | $2468830.23   | 0.08%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.00%                        | COCA-COLA CO/THE 2.00%                        | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1204000 | PA      | $1081777.63   | 0.04%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGI 2.75%                     | TELEDYNE TECHNOLOGI 2.75%                     | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183074.40    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.40%                      | VERIZON COMMS. INC 3.40%                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230346.01    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINA 2.40%                     | GENERAL MOTORS FINA 2.40%                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    119000 | PA      | $114119.60    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.50%                     | UNITEDHEALTH GRP. I 5.50%                     | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91561.03     | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1033338 | PA      | $1026330.75   | 0.03%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 5.638%                     | TOTALENERGIES CAP. 5.638%                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $239894.58    | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    604656 | PA      | $629045.44    | 0.02%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PAR 7.50%                     | ENBRIDGE ENERGY PAR 7.50%                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57926.29     | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3132KFP89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153979 | PA      | $148474.51    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B6 MTG VAR                     | BENCHMARK 2018-B6 MTG VAR                     | CUSIP: 08162CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $118641.81    | 0.00%             | 2051-10-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN 3.80%                     | PLAINS ALL AMERICAN 3.80%                     | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    137000 | PA      | $132009.14    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.15%                             | EQUINIX INC 2.15%                             | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898722.75    | 0.03%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 3.20%                           | BOEING CO/THE 3.20%                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    159000 | PA      | $153354.71    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 4.125%                       | WELLTOWER OP LLC 4.125%                       | CUSIP: 95040QAH7<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258635.43    | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEM. COR 3.375%                     | WESTLAKE CHEM. COR 3.375%                     | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    249000 | PA      | $236753.16    | 0.01%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC/NY 2.25%                            | XYLEM INC/NY 2.25%                            | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180033.69    | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833745 | PA      | $708425.46    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179V5Z9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238745 | PA      | $223497.33    | 0.01%             | 2036-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 3.75%                       | SUNCOR ENERGY INC 3.75%                       | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $70126.10     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP 2.70%                          | NEWMARKET CORP 2.70%                          | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90231.77     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLAS 4.00%                     | JETBLUE 2020-1 CLAS 4.00%                     | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |    134563 | PA      | $127478.91    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1998034 | PA      | $1627687.40   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 4.20%                     | PACIFIC GAS AND ELE 4.20%                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $322331.50    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1531837 | PA      | $1266172.09   | 0.04%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 1.018%                        | CHEVRON USA INC 1.018%                        | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29773.82     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINA 2.70%                     | GENERAL MOTORS FINA 2.70%                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    658000 | PA      | $641206.13    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAXV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1354732 | PA      | $1108171.27   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC 6.50%                       | GXO LOGISTICS INC 6.50%                       | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209872.91    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3003302 | PA      | $2690386.30   | 0.09%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 2.80%                     | GILEAD SCIENCES INC 2.80%                     | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $309842.96    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DSPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    390656 | PA      | $415706.37    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $726371.12    | 0.02%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MASCO CORP 1.50%                              | MASCO CORP 1.50%                              | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473190.71    | 0.02%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DICK S SPORTING GOO 4.10%                     | DICK S SPORTING GOO 4.10%                     | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70828.94     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140EVVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154463 | PA      | $139200.00    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 4.55%                               | MYLAN INC 4.55%                               | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    171000 | PA      | $170120.21    | 0.01%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.80%                              | PACIFICORP 5.80%                              | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91349.67     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 4.30%                          | MORGAN STANLEY 4.30%                          | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    784000 | PA      | $648275.52    | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.25%                      | ENERGY TRANSFER LP 5.25%                      | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215922.01    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A8YM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301341 | PA      | $256329.97    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3128MMW25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55517 | PA      | $54662.46     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.625%                         | AIR LEASE CORP 3.625%                         | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    163000 | PA      | $160556.01    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 1.125%                     | INTER-AMERICAN DEV 1.125%                     | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $877581.80    | 0.03%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.25%                      | BERKSHIRE HATHAWAY 4.25%                      | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155618.35    | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.80%                             | ORACLE CORP 3.80%                             | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3970.72      | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.95%                      | ENERGY TRANSFER LP 4.95%                      | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27272.66     | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.00%                     | FREDDIE MAC GOLD PO 4.00%                     | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420674 | PA      | $403398.59    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP 4.75%                             | LENNAR CORP 4.75%                             | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200306.75    | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132AAQA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237452 | PA      | $222969.36    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL. IN 3.70%                     | PRUDENTIAL FINL. IN 3.70%                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143183.20    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132DV4C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261638 | PA      | $255232.91    | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 4.80%                     | CHARTER COMMS. OPER 4.80%                     | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $221807.07    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 3.70%                      | VERIZON COMMS. INC 3.70%                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $666327.01    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DY71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697991 | PA      | $610737.32    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP 3.70%                      | REGENCY CENTERS LP 3.70%                      | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388094.51    | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1466171 | PA      | $1262906.27   | 0.04%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 2.343%                        | CHEVRON USA INC 2.343%                        | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $115104.36    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 2.10%                       | JOHNSON & JOHNSON 2.10%                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    460000 | PA      | $320685.03    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 1.50%                             | CUMMINS INC 1.50%                             | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442918.04    | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GBL. CORP 2.722%                      | CARRIER GBL. CORP 2.722%                      | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933916.52    | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 3.90%                     | CHARTER COMMS. OPER 3.90%                     | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    800000 | PA      | $509271.61    | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER IN 3.25%                     | TRITON CONTAINER IN 3.25%                     | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $180516.02    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XKEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538461 | PA      | $542904.19    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP 5.80%                               | AGCO CORP 5.80%                               | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102170.27    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506995.27    | 0.02%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.15%                        | T-MOBILE USA INC 5.15%                        | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503660.67    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERV. ENT. G 5.20%                     | PUBLIC SERV. ENT. G 5.20%                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611389.94    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO 5.05%                     | PROVINCE OF ONTARIO 5.05%                     | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $519520.16    | 0.02%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 5.30%                        | MICRON TECH. INC 5.30%                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209343.09    | 0.01%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANAD 5.15%                     | ROYAL BANK OF CANAD 5.15%                     | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204496.31    | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SANTANDER DRIVE AUT 6.28%                     | SANTANDER DRIVE AUT 6.28%                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25707.08     | 0.00%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINL. GRP. I F2F                     | CITIZENS FINL. GRP. I F2F                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214352.47    | 0.01%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140JHY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55254 | PA      | $54255.45     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPL 4.06%                     | FORD CREDIT FLOORPL 4.06%                     | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99277.56     | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94910 | PA      | $90181.89     | 0.00%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399448 | PA      | $376483.58    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN C 3.942%                     | NORFOLK SOUTHERN C 3.942%                     | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229249.56    | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.875%                         | AMAZON.COM INC 3.875%                         | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225000.21    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $339755.98    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC 2.85%                     | PAYPAL HOLDINGS INC 2.85%                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284538.20    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE L 3.90%                     | SABRA HEALTH CARE L 3.90%                     | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145477.37    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE I 2.60%                     | DH EUROPE FINANCE I 2.60%                     | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1035570.43   | 0.03%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    329014 | PA      | $321343.68    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 5.805%                          | BOEING CO/THE 5.805%                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1024729.98   | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 6.80%                       | GENERAL MOTORS CO 6.80%                       | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121366.73    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 2.90%                      | CENTERPOINT ENERGY 2.90%                      | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $252698.79    | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    626992 | PA      | $561659.40    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINL. LLC 3.875%                        | BLOCK FINL. LLC 3.875%                        | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $188598.41    | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VISA INC 2.00%                                | VISA INC 2.00%                                | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $264458.54    | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESOR 3.50%                     | HOST HOTELS & RESOR 3.50%                     | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    118000 | PA      | $110923.66    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFA 4.50%                     | SABINE PASS LIQUEFA 4.50%                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297821.89    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3495859 | PA      | $2848973.90   | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300989.85    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNION ELEC. CO 5.25%                          | UNION ELEC. CO 5.25%                          | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229858.51    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECI 6.125%                     | SIXTH STREET SPECI 6.125%                     | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100831.01    | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179QYS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177291 | PA      | $166940.16    | 0.01%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.45%                               | APPLE INC 3.45%                               | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19103.40     | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP 5.024%                      | AHS HOSPITAL CORP 5.024%                      | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92179.72     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC 3.50%                     | LEGGETT & PLATT INC 3.50%                     | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489303.64    | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMEN 3.50%                     | INDONESIA GOVERNMEN 3.50%                     | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $492179.65    | 0.02%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOUR 4.375%                     | CONTINENTAL RESOUR 4.375%                     | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198644.57    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.25%                          | AMAZON.COM INC 4.25%                          | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $312086.57    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.75%                     | FREDDIE MAC MULTIFA 3.75%                     | CUSIP: 3137FG6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $95483.78     | 0.00%             | 2033-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132A5FG5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    234034 | PA      | $211346.34    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 3.25%                          | AIR LEASE CORP 3.25%                          | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474479.83    | 0.02%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGH 3.65%                     | WASHINGTON GAS LIGH 3.65%                     | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70137.35     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273127 | PA      | $235643.73    | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 3.25%                            | QUALCOMM INC 3.25%                            | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133823.96    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL. GRP 4.375%                     | AMERICAN INTL. GRP 4.375%                     | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242984.94    | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO 3.50%                     | VULCAN MATERIALS CO 3.50%                     | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191715.72    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAP. GRP. LTD 3.635%                     | ARCH CAP. GRP. LTD 3.635%                     | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $143068.37    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65%                                 | MPLX LP 2.65%                                 | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276518.60    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON 1.30%                       | JOHNSON & JOHNSON 1.30%                       | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177582.77    | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| ALIBABA GRP. HLDG. 3.25%                      | ALIBABA GRP. HLDG. 3.25%                      | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $127626.86    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1761878 | PA      | $1452361.33   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRE 2.387%                     | DUKE ENERGY PROGRE 2.387%                     | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42567.78     | 0.00%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 3.10%                     | GENERAL MOTORS FINL 3.10%                     | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29607.42     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 4.989%                     | BP CAP. MKTS. AMER 4.989%                     | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503463.00    | 0.02%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    466496 | PA      | $422500.19    | 0.01%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    390708 | PA      | $366313.66    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL 3.95%                     | SYNCHRONY FINANCIAL 3.95%                     | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395052.56    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140HBFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185853 | PA      | $186842.26    | 0.01%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XPUD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181716 | PA      | $175359.34    | 0.01%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A5G74<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    144830 | PA      | $135305.12    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 31329LCJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12878 | PA      | $12740.49     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN 3.55%                     | PLAINS ALL AMERICAN 3.55%                     | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    554000 | PA      | $536101.12    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CO 4.25%                     | GENERAL DYNAMICS CO 4.25%                     | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89794.96     | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 3.60%                      | WALT DISNEY CO/THE 3.60%                      | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $217149.42    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 7.15%                               | ONEOK INC 7.15%                               | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431351.83    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 3.50%                          | STARBUCKS CORP 3.50%                          | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $413929.91    | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    545000 | PA      | $507816.63    | 0.02%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DRS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686902 | PA      | $583942.73    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.25%                            | ALPHABET INC 2.25%                            | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $201152.18    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192069 | PA      | $173914.74    | 0.01%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291675 | PA      | $257159.60    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DXJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801097 | PA      | $620599.24    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDI 3.15%                     | ALIBABA GROUP HOLDI 3.15%                     | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $167669.01    | 0.01%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AN 3.10%                     | INTERSTATE POWER AN 3.10%                     | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189856.96    | 0.01%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 2.721%                     | BP CAP. MKTS. AMER 2.721%                     | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99399.14     | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610769.14    | 0.02%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO 4.20%                     | PROVINCE OF ONTARIO 4.20%                     | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   1000000 | PA      | $1007436.55   | 0.03%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612479.20    | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507707.83    | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232064 | PA      | $209744.14    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDL 3.75%                     | ARCHER-DANIELS-MIDL 3.75%                     | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    295000 | PA      | $224257.51    | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75%                               | APPLE INC 3.75%                               | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19338.09     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 3.60%                     | LOCKHEED MARTIN COR 3.60%                     | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123104.40    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS 3.279%                     | BP CAPITAL MARKETS 3.279%                     | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    138000 | PA      | $136269.72    | 0.00%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54087 | PA      | $51661.83     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATI 3.75%                     | CHARTER COMMUNICATI 3.75%                     | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    251000 | PA      | $246612.58    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q8Q81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144506 | PA      | $138397.39    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33731.07     | 0.00%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    141351 | PA      | $139077.88    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DC91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37954 | PA      | $36582.68     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 3.60%                     | AMERICAN TOWER CORP 3.60%                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77821.00     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179383 | PA      | $180427.93    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WQVY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     82555 | PA      | $81700.93     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.988%                     | FREDDIE MAC MULTIF 2.988%                     | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $94401.91     | 0.00%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL VAR                      | CITIGROUP COMMERCIAL VAR                      | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198521.10    | 0.01%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.542%                     | FREDDIE MAC MULTIF 3.542%                     | CUSIP: 3137FLYK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $93441.49     | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 4.95%                      | WALT DISNEY CO/THE 4.95%                      | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1103004.61   | 0.04%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DKQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129217 | PA      | $109997.56    | 0.00%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140A0R68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217224 | PA      | $222205.39    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418EUN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94995 | PA      | $98055.29     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 3.25%                         | CATERPILLAR INC 3.25%                         | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $152304.28    | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TOLL BROS. FIN. COR 3.80%                     | TOLL BROS. FIN. COR 3.80%                     | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145910.65    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    795491 | PA      | $733872.80    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC 1.875%                        | ROSS STORES INC 1.875%                        | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175479.68    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC 2.95%                             | WALMART INC 2.95%                             | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $132991.24    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY 2.875%                      | REPUBLIC OF ITALY 2.875%                      | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1200000 | PA      | $1147116.00   | 0.04%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1668486 | PA      | $1491014.80   | 0.05%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 1.70%                          | MERCK & CO INC 1.70%                          | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    263000 | PA      | $256101.16    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPER 5.625%                     | DCP MIDSTREAM OPER 5.625%                     | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303898.03    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJC34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377447 | PA      | $320792.00    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95120 | PA      | $89610.04     | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.375%                            | ORACLE CORP 4.375%                            | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16523.51     | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.375%                              | APPLE INC 4.375%                              | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $140022.13    | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138YUHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123282 | PA      | $112362.39    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC 6.60%                        | RYDER SYSTEM INC 6.60%                        | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109546.65    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINL. SERVIC F2F                     | DISCOVER FINL. SERVIC F2F                     | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $344054.45    | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.00%                             | PROLOGIS LP 5.00%                             | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298940.96    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FNDG. INC 4.60%                     | BLACKROCK FNDG. INC 4.60%                     | CUSIP: 09290DAH4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161086.85    | 0.01%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137F4X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $148632.24    | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12 VAR                           | BANK 2018-BNK12 VAR                           | CUSIP: 06541KBA5<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297992.16    | 0.01%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 5.25%                             | PEPSICO INC 5.25%                             | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384625.32    | 0.01%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 20 5.875%                     | UNITED AIRLINES 20 5.875%                     | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    187949 | PA      | $193108.75    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-C C14 A4 VAR                       | CSAIL 2018-C C14 A4 VAR                       | CUSIP: 12596GAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $298974.21    | 0.01%             | 2051-11-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25%                              | INTEL CORP 3.25%                              | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126359.68    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.50%                           | KROGER CO/THE 5.50%                           | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185735.68    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 4.55%                       | SHELL FIN. US INC 4.55%                       | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52804.92     | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1325622 | PA      | $1187455.32   | 0.04%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC 3.45%                      | STEEL DYNAMICS INC 3.45%                      | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286904.28    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284849.70    | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FIRST NATL. MASTER 4.85%                      | FIRST NATL. MASTER 4.85%                      | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101237.14    | 0.00%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2309926 | PA      | $1909317.89   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DV25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293403 | PA      | $257618.27    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADA GOV. INTL. B 4.00%                     | CANADA GOV. INTL. B 4.00%                     | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    470000 | PA      | $471955.42    | 0.02%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.99%                     | DRIVE AUTO RECEIVAB 4.99%                     | CUSIP: 262102AE6<br>LEI: 549300RZ091I85JWZO63 | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25193.40     | 0.00%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE 4.40%                         | SOUTHERN CO/THE 4.40%                         | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $823111.68    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WHM66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204034 | PA      | $183045.90    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 2.95%                     | SOUTHERN CALIFORNIA 2.95%                     | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $179912.39    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57209.88     | 0.00%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC 5.125%                         | BANKUNITED INC 5.125%                         | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99582.79     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 1.40%                     | ABBOTT LABORATORIES 1.40%                     | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2219477.43   | 0.07%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138WJC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    486509 | PA      | $468860.84    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CRJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166835 | PA      | $161978.00    | 0.01%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.95%                             | PEPSICO INC 1.95%                             | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440647.02    | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GLP CAP. LP / GLP F 3.25%                     | GLP CAP. LP / GLP F 3.25%                     | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267441.75    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    144868 | PA      | $143040.67    | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE C 4.08%                     | BAKER HUGHES A GE C 4.08%                     | CUSIP: 05723KAF7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86386.31     | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARM. CO L 3.175%                     | TAKEDA PHARM. CO L 3.175%                     | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    204000 | PA      | $134062.02    | 0.00%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 2.05%                            | ALPHABET INC 2.05%                            | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $40236.52     | 0.00%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 4.85%                     | WILLIAMS COS INC/TH 4.85%                     | CUSIP: 96949LAE5<br>LEI: WUURD1P1N0874ONXXO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85315.01     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 4.85%                      | CONAGRA BRANDS INC 4.85%                      | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100099.19    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP CAP. MKTS. AMER 4.234%                     | BP CAP. MKTS. AMER 4.234%                     | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    428000 | PA      | $428112.59    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRAND 5.25%                     | CONSTELLATION BRAND 5.25%                     | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    167000 | PA      | $150089.68    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEU 1.75%                     | REGENERON PHARMACEU 1.75%                     | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265908.29    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1172590.56   | 0.04%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB 1.85%                     | COCA-COLA FEMSA SAB 1.85%                     | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $166852.46    | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI H 3.75%                     | ANGLOGOLD ASHANTI H 3.75%                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $193343.03    | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GBL. 3.90%                     | AON CORP / AON GBL. 3.90%                     | CUSIP: 03740LAE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218759.43    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY 3.957%                     | NATURE CONSERVANCY 3.957%                     | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39446.23     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 1.20%                     | GILEAD SCIENCES INC 1.20%                     | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    720000 | PA      | $690039.60    | 0.02%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.35%                                | RTX CORP 4.35%                                | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165599.19    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.75%                                | CSX CORP 4.75%                                | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173758.10    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 31329JEH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53720 | PA      | $53164.43     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6553731 | PA      | $5614523.50   | 0.19%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 2.35%                     | GENERAL MOTORS FINL 2.35%                     | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29397.88     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131XHD37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35279 | PA      | $34072.70     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5H24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     81299 | PA      | $79979.99     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A5HW8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    242179 | PA      | $238263.26    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331041 | PA      | $286711.34    | 0.01%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.15%                     | WILLIAMS COS INC/TH 5.15%                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500641.71    | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36211EPU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6012 | PA      | $6170.80      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2701181 | PA      | $2232718.57   | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC 1.85%                     | ELECTRONIC ARTS INC 1.85%                     | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275519.11    | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2487828 | PA      | $2056366.37   | 0.07%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2V                              | BARCLAYS PLC F2V                              | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $74325.10     | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 3.80%                     | LOCKHEED MARTIN COR 3.80%                     | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $181702.10    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 3.75%                     | DUKE ENERGY CAROLIN 3.75%                     | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268379.21    | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS MTGE. SECS. TS 2.9106%                     | GS MTGE. SECS. TS 2.9106%                     | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $283117.77    | 0.01%             | 2053-02-13      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK COR 2.875%                     | KIMBERLY-CLARK COR 2.875%                     | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129120.57    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 3.50%                     | MEXICO GOV. INTL. B 3.50%                     | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       300 | PA      | $255.45       | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 7.00%                      | GINNIE MAE II POOL 7.00%                      | CUSIP: 36179YPK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201979 | PA      | $210199.23    | 0.01%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 2.20%                      | NOVARTIS CAP. CORP 2.20%                      | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    524000 | PA      | $479708.71    | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    810000 | PA      | $626541.63    | 0.02%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711567.35    | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 4.327%                       | EXXON MOBIL CORP 4.327%                       | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415748.73    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $173868.40    | 0.01%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC. 3.90%                      | SOUTHWESTERN ELEC. 3.90%                      | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    170000 | PA      | $127178.74    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CO 4.45%                     | NORFOLK SOUTHERN CO 4.45%                     | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232326.75    | 0.01%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 2.45%                             | TEXTRON INC 2.45%                             | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225115.72    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC 2.05%                     | PUBLIC SERVICE ELEC 2.05%                     | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $158413.87    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32809 | PA      | $31842.07     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 3.95%                              | ZOETIS INC 3.95%                              | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195993.27    | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT 7.122%                      | FORD MOTOR CREDIT 7.122%                      | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1890800.53   | 0.06%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.75%                              | HUMANA INC 5.75%                              | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512710.90    | 0.02%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.244%                     | FREDDIE MAC MULTIF 3.244%                     | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $148300.44    | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55856 | PA      | $53300.56     | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 5.90%                              | MASTEC INC 5.90%                              | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103328.59    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418E4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53524 | PA      | $54608.49     | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.75%                      | EUROPEAN INV. BANK 3.75%                      | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $497991.99    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| S&P GBL. INC 5.25%                            | S&P GBL. INC 5.25%                            | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308760.59    | 0.01%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY INC 5.65%                     | CHENIERE ENERGY INC 5.65%                     | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257381.68    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 4.00%                       | SHELL FIN. US INC 4.00%                       | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $238027.52    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO INV. CORP 5.625%                       | DIAGEO INV. CORP 5.625%                       | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310750.94    | 0.01%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIAGEO INV. CORP 5.125%                       | DIAGEO INV. CORP 5.125%                       | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204198.39    | 0.01%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2212724 | PA      | $2249252.76   | 0.08%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.45%                               | ONEOK INC 5.45%                               | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90171.26     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 5.40%                     | KINDER MORGAN ENERG 5.40%                     | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46458.18     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    461501 | PA      | $442179.60    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480170 | PA      | $433795.92    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194460 | PA      | $176285.78    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CO 3.80%                     | LINCOLN NATIONAL CO 3.80%                     | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115541.14    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIRBY CORP 4.20%                              | KIRBY CORP 4.20%                              | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99412.83     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWI 4.20%                     | CH ROBINSON WORLDWI 4.20%                     | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99206.72     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132116 | PA      | $125885.01    | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC 5.35%                             | CORNING INC 5.35%                             | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282397.16    | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WNWS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251384 | PA      | $247577.02    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131WRET8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126266 | PA      | $122055.69    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132ACSM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196108 | PA      | $192866.26    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132A9SR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44764 | PA      | $42675.70     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132AD3K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218032 | PA      | $208831.28    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JD.COM INC 3.375%                             | JD.COM INC 3.375%                             | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $290136.21    | 0.01%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 4.70%                      | WALT DISNEY CO/THE 4.70%                      | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261477.44    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.20%                     | UNITED PARCEL SERV. 5.20%                     | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491539.81    | 0.02%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0NF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786338 | PA      | $805292.67    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140XNAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312377 | PA      | $325558.57    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 2.50%                          | MICROSOFT CORP 2.50%                          | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118820.58    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 2.375%                      | SHELL FIN. US INC 2.375%                      | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $269215.01    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAP. COR 4.65%                     | JOHN DEERE CAP. COR 4.65%                     | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403656.52    | 0.01%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.35%                             | PAYCHEX INC 5.35%                             | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402017.12    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FKZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    485264 | PA      | $489010.90    | 0.02%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP 4.65%                           | MCKESSON CORP 4.65%                           | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503017.99    | 0.02%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140W1XZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    915379 | PA      | $933335.21    | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG RES. INC 5.35%                            | EOG RES. INC 5.35%                            | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253706.09    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 5.20%                     | ENTERPRISE PRODS. O 5.20%                     | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1387402.00   | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 6.25%                       | GENERAL MOTORS CO 6.25%                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343706.51    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76768 | PA      | $73710.91     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC 4.80%                      | VOYA FINANCIAL INC 4.80%                      | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84788.79     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.85%                               | APPLE INC 3.85%                               | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15876.11     | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179TSJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172059 | PA      | $169722.09    | 0.01%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10 3.688%                        | BANK 2018-BNK10 3.688%                        | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197316.52    | 0.01%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP. I VAR                     | MORGAN STANLEY CAP. I VAR                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199245.14    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5EF8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     94552 | PA      | $90946.05     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WMPC4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     11032 | PA      | $10865.09     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5DD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    228220 | PA      | $219787.76    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132AARQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    373991 | PA      | $352137.89    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3131XVEE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243378 | PA      | $219457.23    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XVRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637784 | PA      | $596111.03    | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381146 | PA      | $341652.59    | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 3.25%                      | UNION PACIFIC CORP 3.25%                      | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $541794.01    | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP 3.10%                            | OSHKOSH CORP 3.10%                            | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93886.79     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDI 3.375%                     | FEDERAL FARM CREDI 3.375%                     | CUSIP: 3133ENL99<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1475000 | PA      | $1466724.38   | 0.05%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARES MGT. CORP 6.375%                         | ARES MGT. CORP 6.375%                         | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103955.71    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 4.375%                     | EUROPEAN INV. BANK 4.375%                     | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $915374.85    | 0.03%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507087.57    | 0.02%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC 5.35%                     | CARDINAL HEALTH INC 5.35%                     | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201840.13    | 0.01%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVA 4.49%                     | NISSAN AUTO RECEIVA 4.49%                     | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150949.77    | 0.01%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TSY. 5.777%                     | SMURFIT KAPPA TSY. 5.777%                     | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193132.98    | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GRP. I 5.95%                     | UNITEDHEALTH GRP. I 5.95%                     | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251845.01    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.65%                     | UNITEDHEALTH GRP. I 4.65%                     | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301301.42    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CITIBANK CREDIT CAR 4.30%                     | CITIBANK CREDIT CAR 4.30%                     | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150443.06    | 0.01%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL. I 3.935%                     | PRUDENTIAL FINL. I 3.935%                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    335000 | PA      | $249596.56    | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 4.05%                      | PUBLIC SERV. ELEC. 4.05%                      | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235870.34    | 0.01%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SANOFI 3.625%                                 | SANOFI 3.625%                                 | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $247323.61    | 0.01%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCI 4.412%                     | CITIGROUP COMMERCI 4.412%                     | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198583.68    | 0.01%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140JHJW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86401 | PA      | $84337.24     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.375%                        | CIGNA GROUP/THE 4.375%                        | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1149096.11   | 0.04%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 2.125%                       | COCA-COLA CO/THE 2.125%                       | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    243000 | PA      | $228164.66    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROU 2.45%                     | SIMON PROPERTY GROU 2.45%                     | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $937732.09    | 0.03%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242513 | PA      | $206518.83    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.253%                     | FREDDIE MAC MULTIF 2.253%                     | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $233937.80    | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJJC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439823 | PA      | $375074.93    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.80%                         | CIGNA GROUP/THE 4.80%                         | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    880000 | PA      | $759440.37    | 0.03%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.341%                     | FREDDIE MAC MULTIF 1.341%                     | CUSIP: 3137FV5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $447017.20    | 0.01%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 2.07%                      | BENCHMARK 2021-B23 2.07%                      | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $175444.54    | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1316448.59   | 0.04%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598294 | PA      | $539870.95    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 5.55%                     | ANHEUSER-BUSCH INBE 5.55%                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679820.15    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    211272 | PA      | $208633.46    | 0.01%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 2.20%                     | SHERWIN-WILLIAMS CO 2.20%                     | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $412711.52    | 0.01%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.361%                     | FREDDIE MAC MULTIF 2.361%                     | CUSIP: 3137H4RG7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $80764.90     | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| MERCK INC 1.90%                               | MERCK INC 1.90%                               | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    279000 | PA      | $264161.08    | 0.01%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 3.85%                          | AUTONATION INC 3.85%                          | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $278941.17    | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS. USA F2F                      | SANTANDER HLDGS. USA F2F                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516620.52    | 0.02%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC. AND 5.35%                      | VIRGINIA ELEC. AND 5.35%                      | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276336.74    | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN C 4.25%                     | AMERISOURCEBERGEN C 4.25%                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49793.48     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PART 4.50%                     | SPECTRA ENERGY PART 4.50%                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92142.55     | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    235317 | PA      | $213784.96    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CGMS COMMERCIAL MO 3.458%                     | CGMS COMMERCIAL MO 3.458%                     | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246522.60    | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS C 2.625%                     | GENERAL DYNAMICS C 2.625%                     | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    104000 | PA      | $101663.03    | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    146964 | PA      | $144712.16    | 0.00%             | 2027-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP 4.344%                     | LLOYDS BANKING GRP 4.344%                     | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $401392.21    | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FI 3.544%                     | SUMITOMO MITSUI FI 3.544%                     | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1232458.25   | 0.04%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    416381 | PA      | $390258.23    | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.875%                            | NUTRIEN LTD 5.875%                            | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $27794.50     | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP 3.90%                              | US BANCORP 3.90%                              | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    402000 | PA      | $399077.40    | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MTG 4.228%                     | COMM 2018-COR3 MTG 4.228%                     | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $196158.08    | 0.01%             | 2051-05-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. CO 4.05%                            | DTE ELEC. CO 4.05%                            | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235583.63    | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132A35P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151618 | PA      | $143223.29    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A3D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90510 | PA      | $89574.75     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198506 | PA      | $184066.36    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140K0GS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307359 | PA      | $273710.03    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DKJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625186 | PA      | $591048.09    | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    667430 | PA      | $620638.25    | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627152 | PA      | $532465.11    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 1.925%                     | BENCHMARK 2020-B18 1.925%                     | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $442995.70    | 0.01%             | 2053-07-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP 2.041%                     | MORGAN STANLEY CAP 2.041%                     | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $450739.30    | 0.02%             | 2053-07-15      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 1.375%                     | CONAGRA BRANDS INC 1.375%                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80800.43     | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE. 0.75%                     | FEDERAL NATL. MTGE. 0.75%                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    350000 | PA      | $334241.28    | 0.01%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 3.25%                           | BOEING CO/THE 3.25%                           | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    366000 | PA      | $358770.91    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1335924 | PA      | $1151323.48   | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS 4.875%                      | KRAFT HEINZ FOODS 4.875%                      | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $654226.42    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2730695 | PA      | $2257113.33   | 0.08%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.15%                          | MERCK & CO INC 2.15%                          | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    688000 | PA      | $609088.38    | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.722%                     | PG&E WILDFIRE REC. 4.722%                     | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97309.79     | 0.00%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.65%                     | GENERAL MOTORS FINL 5.65%                     | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85914.50     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. INC 4.85%                     | BROOKFIELD FIN. INC 4.85%                     | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $301353.35    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL 4.30%                     | NATIONAL RURAL UTIL 4.30%                     | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $101714.35    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| ARIZONA PUBLIC SERV 4.25%                     | ARIZONA PUBLIC SERV 4.25%                     | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156226.18    | 0.01%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480096 | PA      | $408235.42    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138NX3Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128904 | PA      | $127108.35    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KNBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3293024 | PA      | $2658503.25   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138E9P79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106478 | PA      | $100802.95    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL. GRP. 4.50%                     | AMERICAN INTL. GRP. 4.50%                     | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7694.65      | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36178D5C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39941 | PA      | $36833.32     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 7.00%                        | FREDDIE MAC POOL 7.00%                        | CUSIP: 3133CDHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328083 | PA      | $350047.74    | 0.01%             | 2053-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181209 | PA      | $155231.94    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                     | UNITED STATES TSY. 1.625%                     | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4652929.70   | 0.16%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $3314609.38   | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4923828.10   | 0.16%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5022265.60   | 0.17%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3820000 | PA      | $3753448.42   | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $5101992.16   | 0.17%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.875%                     | UNITED STATES TSY. 4.875%                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4170000 | PA      | $4156317.19   | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6965820.33   | 0.23%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7852812.48   | 0.26%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11895937.44  | 0.40%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1926171.88   | 0.06%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $755898.44    | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.50%                      | UNITED STATES TSY. 2.50%                      | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1379843.76   | 0.05%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.00%                      | UNITED STATES TSY. 1.00%                      | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5110000 | PA      | $4791822.68   | 0.16%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4733203.10   | 0.16%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4795507.80   | 0.16%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREAS 2.50%                     | UNITED STATES TREAS 2.50%                     | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4941250.00   | 0.17%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5016406.25   | 0.17%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2658867.18   | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5063085.95   | 0.17%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5032421.90   | 0.17%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2509277.35   | 0.08%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5005664.05   | 0.17%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4991601.55   | 0.17%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4938671.90   | 0.17%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4937695.30   | 0.17%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4961132.80   | 0.17%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5230000 | PA      | $5202011.34   | 0.17%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128LXUQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1415 | PA      | $1486.34      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA 7.00%                        | HSBC BANK USA NA 7.00%                        | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    350000 | PA      | $390302.90    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4959570.30   | 0.17%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4893554.70   | 0.16%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIAN 6.35%                      | DUKE ENERGY INDIAN 6.35%                      | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27236.98     | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31416M6U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93846 | PA      | $91007.30     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA 6.00%                                  | SEMPRA 6.00%                                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255156.24    | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61030 | PA      | $62415.62     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HASBRO INC 6.35%                              | HASBRO INC 6.35%                              | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52068.85     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202FB62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34094 | PA      | $35826.49     | 0.00%             | 2039-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4945844.15   | 0.17%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10207031.20  | 0.34%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS 5.125%                     | BAKER HUGHES HLDGS 5.125%                     | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95691.69     | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PERUVIAN GOV. INTL 5.625%                     | PERUVIAN GOV. INTL 5.625%                     | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    600000 | PA      | $569820.00    | 0.02%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416YCE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120686 | PA      | $119438.52    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138AEL50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       177 | PA      | $176.25       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5035351.55   | 0.17%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14618554.65  | 0.49%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289908 | PA      | $278814.04    | 0.01%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138APTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117779 | PA      | $113752.91    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3719789.04   | 0.12%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5017968.75   | 0.17%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS 5.00%                     | KONINKLIJKE PHILIPS 5.00%                     | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $91019.51     | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138LQZS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163051 | PA      | $149401.24    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTL. FIN. B 3.625%                     | SHELL INTL. FIN. B 3.625%                     | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $181378.29    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 3.65%                      | PUBLIC SERV. ELEC. 3.65%                      | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23566.67     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5922421.86   | 0.20%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10730156.25  | 0.36%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 4.00%                         | ASTRAZENECA PLC 4.00%                         | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $210300.46    | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FIN. 5.15%                     | AMERICAN HONDA FIN. 5.15%                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500960.13    | 0.02%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.55%                          | ELI LILLY & CO 5.55%                          | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246784.38    | 0.01%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6866835.92   | 0.23%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRG 2.256%                     | UNIVERSITY OF VIRG 2.256%                     | CUSIP: 915217XF5<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |    300000 | PA      | $171408.93    | 0.01%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5070000 | PA      | $4811944.91   | 0.16%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3554296.90   | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFR 5.026%                     | SOUTH BOW USA INFR 5.026%                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402577.18    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5120000 | PA      | $4839200.00   | 0.16%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5038476.55   | 0.17%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 4.17%                     | JOHN DEERE OWNER TS 4.17%                     | CUSIP: 47800UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50099.95     | 0.00%             | 2029-12-17      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405082.52    | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5974453.14   | 0.20%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11694375.00  | 0.39%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.65%                          | ELI LILLY & CO 5.65%                          | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245550.92    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.875%                     | EUROPEAN INV. BANK 3.875%                     | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1995358.76   | 0.07%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7640000 | PA      | $7617318.75   | 0.25%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7891250.00   | 0.26%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2935898 | PA      | $2956936.98   | 0.10%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.85%                         | CHEVRON USA INC 4.85%                         | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250884.19    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2480859.38   | 0.08%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3937500.00   | 0.13%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.00%                         | CVS HEALTH CORP 5.00%                         | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300240.59    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.80%                                 | MPLX LP 4.80%                                 | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    980000 | PA      | $982242.58    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ILLINOIS 5.10%                       | STATE OF ILLINOIS 5.10%                       | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    615147 | PA      | $626593.84    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 4.50%                     | FANNIE MAE OR FREDD 4.50%                     | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2895017.01   | 0.10%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF TEXAS 5.517%                         | STATE OF TEXAS 5.517%                         | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    187462 | PA      | $192040.04    | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TRANSPO 6.561%                     | NEW JERSEY TRANSPO 6.561%                     | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    200000 | PA      | $221190.44    | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH 7.043%                     | BAY AREA TOLL AUTH 7.043%                     | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $168835.80    | 0.01%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TEXAS DEPT. OF TRA 5.178%                     | TEXAS DEPT. OF TRA 5.178%                     | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    300000 | PA      | $305214.51    | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2914843.76   | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.625%                     | UNITED STATES TSY. 2.625%                     | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4932226.55   | 0.17%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1374843.75   | 0.05%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITY OF NEW YORK N 5.517%                     | CITY OF NEW YORK N 5.517%                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100990.41    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4810937.50   | 0.16%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4981835.95   | 0.17%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF 5.647%                      | PORT AUTHORITY OF 5.647%                      | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    350000 | PA      | $365866.45    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE 5.665%                      | RUTGERS THE STATE 5.665%                      | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    145000 | PA      | $148240.07    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4993750.00   | 0.17%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4974804.70   | 0.17%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL 8.084%                     | AMERICAN MUNICIPAL 8.084%                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    300000 | PA      | $374289.06    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $796953.12    | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4934765.60   | 0.17%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4958593.75   | 0.17%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1200996.09   | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1019804.69   | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2438281.25   | 0.08%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4009179.70   | 0.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNI 7.625%                     | STATE OF CALIFORNI 7.625%                     | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    405000 | PA      | $481970.49    | 0.02%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 3.50%                     | FANNIE MAE OR FREDD 3.50%                     | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $3849904.93   | 0.13%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4980273.45   | 0.17%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5038066.20   | 0.17%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4904101.55   | 0.16%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4624414.05   | 0.15%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER T 4.56%                     | BMW VEHICLE OWNER T 4.56%                     | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100534.84    | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL. F2F                     | SUMITOMO MITSUI FINL. F2F                     | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $199237.34    | 0.01%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 4.16%                     | CHASE ISSUANCE TRUS 4.16%                     | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100254.37    | 0.00%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.51%                     | AMERICAN EXPRESS CR 4.51%                     | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101028.42    | 0.00%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8181250.00   | 0.27%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14943750.00  | 0.50%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.45%                         | CVS HEALTH CORP 5.45%                         | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602333.08    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC 4.50%                     | CARDINAL HEALTH INC 4.50%                     | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248678.86    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.55%                          | ELI LILLY & CO 4.55%                          | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800370.96    | 0.03%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3386425.77   | 0.11%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4948437.50   | 0.17%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF NEW YORK N 5.392%                     | CITY OF NEW YORK N 5.392%                     | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    400000 | PA      | $385035.84    | 0.01%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4530000 | PA      | $3783788.68   | 0.13%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.20%                            | BROADCOM INC 5.20%                            | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705458.85    | 0.02%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL. F2F                     | SUMITOMO MITSUI FINL. F2F                     | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1450000 | PA      | $1406739.28   | 0.05%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVAT F2F                     | MORGAN STANLEY PRIVAT F2F                     | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499981.48    | 0.02%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAN 5.633%                     | MORGAN STANLEY BAN 5.633%                     | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $519968.75    | 0.02%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.30%                     | AMERICAN EXPRESS CR 4.30%                     | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200881.20    | 0.01%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.50%                         | CHEVRON USA INC 4.50%                         | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401026.84    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 5.85%                     | CHARTER COMMS. OPER 5.85%                     | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885227.99    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.05%                     | TOYOTA MOTOR CREDIT 4.05%                     | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407539.40    | 0.01%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W9AU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162834 | PA      | $148918.96    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $2933906.28   | 0.10%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.85%                            | STRYKER CORP 4.85%                            | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253403.18    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 5.05%                     | NEXTERA ENERGY CAP. 5.05%                     | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254631.47    | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVAT F2F                     | MORGAN STANLEY PRIVAT F2F                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498451.29    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 5.586%                     | BBCMS MTGE. TST. 2 5.586%                     | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $259319.95    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER. 5.59%                     | WELLS FARGO COMMER. 5.59%                     | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206278.64    | 0.01%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GLP CAP. LP / GLP F 5.75%                     | GLP CAP. LP / GLP F 5.75%                     | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193573.68    | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.65%                          | AMAZON.COM INC 5.65%                          | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1026436.54   | 0.03%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 6.25%                              | PACIFICORP 6.25%                              | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $284702.60    | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATL. CORP 6.30%                      | LINCOLN NATL. CORP 6.30%                      | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102778.40    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP 8.25%                     | FIFTH THIRD BANCORP 8.25%                     | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $330598.80    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. H F2V                     | NEXTERA ENERGY CAP. H F2V                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509376.00    | 0.02%             | 2055-08-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINL. GRP. INC F2V                     | MIZUHO FINL. GRP. INC F2V                     | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $301327.85    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| MCDONALD S CORP 5.00%                         | MCDONALD S CORP 5.00%                         | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248939.69    | 0.01%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. H F2V                     | NEXTERA ENERGY CAP. H F2V                     | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257981.25    | 0.01%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 3618N5PG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1962433 | PA      | $1897573.41   | 0.06%             | 2055-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 31427NWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910297 | PA      | $922999.95    | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE I 5.50%                     | HELMERICH & PAYNE I 5.50%                     | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196612.31    | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.40%                                 | MPLX LP 5.40%                                 | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497765.01    | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.875%                         | AMAZON.COM INC 4.875%                         | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644076.06    | 0.02%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4120000 | PA      | $3973868.75   | 0.13%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6948320.33   | 0.23%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 3617A8RB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232431 | PA      | $220856.95    | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8CQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72410 | PA      | $68879.51     | 0.00%             | 2036-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132A5J63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     87544 | PA      | $83838.74     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140X43S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188571 | PA      | $172765.87    | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.40%                            | COMCAST CORP 3.40%                            | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1315254.58   | 0.04%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140X8QD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375450 | PA      | $339964.44    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3104544 | PA      | $2524356.09   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HLDG. LTD 6.65%                        | ATHENE HLDG. LTD 6.65%                        | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311813.78    | 0.01%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PG&E REC. FNDG. LL 5.536%                     | PG&E REC. FNDG. LL 5.536%                     | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49429.21     | 0.00%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XJYT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304072 | PA      | $301130.35    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FTF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       330 | PA      | $329.19       | 0.00%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36178DXS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    145679 | PA      | $133031.18    | 0.00%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36291PY42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7982 | PA      | $8105.48      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.50%                              | FISERV INC 3.50%                              | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191560.73    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 3.55%                     | PROCTER & GAMBLE CO 3.55%                     | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170342.28    | 0.01%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEERE & CO 3.75%                              | DEERE & CO 3.75%                              | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    633000 | PA      | $482753.85    | 0.02%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO 3.125%                       | CAMPBELL SOUP CO 3.125%                       | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    350000 | PA      | $209254.64    | 0.01%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ACDL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641705 | PA      | $528192.33    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128LXJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27936 | PA      | $28232.93     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202E4J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28330 | PA      | $29375.11     | 0.00%             | 2039-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31416CJY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19960 | PA      | $20937.94     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36225 | PA      | $35868.90     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HDJW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66083 | PA      | $63275.68     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198407 | PA      | $179998.70    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP F2F                     | TRUIST FINANCIAL CORP F2F                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     57000 | PA      | $53947.13     | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC 4.95%                     | GLOBAL PAYMENTS INC 4.95%                     | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001852.00   | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128MJF70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10479 | PA      | $11015.30     | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AV3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52143 | PA      | $51103.62     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.50%                        | DUKE ENERGY CORP 4.50%                        | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    551000 | PA      | $542321.13    | 0.02%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507806.76    | 0.02%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 6.15%                     | CONSOLIDATED EDISON 6.15%                     | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520163.84    | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK44 VAR                           | BANK 2022-BNK44 VAR                           | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $520253.50    | 0.02%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36182YBL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238268 | PA      | $226970.18    | 0.01%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.537%                     | FREDDIE MAC MULTIF 2.537%                     | CUSIP: 3137FQKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $237082.85    | 0.01%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KGU22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107150 | PA      | $95352.37     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140JXRB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360477 | PA      | $306974.12    | 0.01%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140X5EL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292471 | PA      | $287005.97    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359415 | PA      | $340662.21    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EW62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11137 | PA      | $12029.31     | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44484 | PA      | $45262.24     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP 4.906%                       | BAT CAPITAL CORP 4.906%                       | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404320.61    | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| NIKE INC 2.85%                                | NIKE INC 2.85%                                | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708364.91    | 0.02%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.00%                       | GINNIE MAE I POOL 4.00%                       | CUSIP: 36176RS45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156436 | PA      | $149620.79    | 0.01%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1449165.77   | 0.05%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2800 | PA      | $2586.74      | 0.00%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133A6GU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415938 | PA      | $352068.52    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.625%                            | NUTRIEN LTD 5.625%                            | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147048.96    | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KLQD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451629 | PA      | $386636.69    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DMQU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491335 | PA      | $397566.67    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418EHK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4575764 | PA      | $4435559.81   | 0.15%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    809798 | PA      | $748243.21    | 0.03%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    450000 | PA      | $427851.77    | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133AUP36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3552965 | PA      | $3025417.02   | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31402J3U9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8701 | PA      | $8601.91      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CO 5.457%                     | WESTPAC BANKING CO 5.457%                     | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $510207.68    | 0.02%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PSNH FNDG. LLC 3 3.814%                       | PSNH FNDG. LLC 3 3.814%                       | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97447.66     | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMER. M 3.583%                     | BARCLAYS COMMER. M 3.583%                     | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $193830.56    | 0.01%             | 2052-05-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL 5.25%                      | AMERICAN FINANCIAL 5.25%                      | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153624.01    | 0.01%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSWF COMMER. MTGE. 5.752%                     | MSWF COMMER. MTGE. 5.752%                     | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $260737.40    | 0.01%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31407H6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3163 | PA      | $3345.55      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DYG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264773 | PA      | $224994.99    | 0.01%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRAND 2.25%                     | CONSTELLATION BRAND 2.25%                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    284000 | PA      | $250504.69    | 0.01%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410PQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7372 | PA      | $7440.67      | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410PQT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15561 | PA      | $15697.56     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418EHJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4246519 | PA      | $4024750.98   | 0.13%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491854 | PA      | $490150.40    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31412LUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75151 | PA      | $79670.89     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36241K2R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18852 | PA      | $19245.88     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV 3.875%                     | INTER-AMERICAN DEV 3.875%                     | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $177184.56    | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M9BQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52743 | PA      | $55389.91     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140GPHG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84942 | PA      | $83670.25     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140Q9ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82104 | PA      | $81651.56     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M6CY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17220 | PA      | $17216.11     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620ASEU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44821 | PA      | $44399.91     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2.937%                        | FANNIE MAE-ACES 2.937%                        | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     98136 | PA      | $95070.20     | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| DOVER CORP 2.95%                              | DOVER CORP 2.95%                              | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9475.60      | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202FZ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4783 | PA      | $4936.05      | 0.00%             | 2041-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WDRF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146500 | PA      | $141125.53    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.65%                        | GEORGIA POWER CO 4.65%                        | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100774.54    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410980.10    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2.98%                         | FANNIE MAE-ACES 2.98%                         | CUSIP: 3136AX3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    267031 | PA      | $257688.23    | 0.01%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH 2.532%                       | ASCENSION HEALTH 2.532%                       | CUSIP: 04352EAA3<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704880.77    | 0.02%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 3.60%                               | AFLAC INC 3.60%                               | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484638.10    | 0.02%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.60%                             | ORACLE CORP 3.60%                             | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108746.68    | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133A8ZJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1698920 | PA      | $1383118.10   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK F2F                             | COMERICA BANK F2F                             | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250442.11    | 0.01%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140LXGS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    687220 | PA      | $666376.02    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8B34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59070 | PA      | $56322.10     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 4.90%                          | PHILLIPS 66 CO 4.90%                          | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173212.83    | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/T 5.45%                     | TRAVELERS COS INC/T 5.45%                     | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191285.60    | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138WGDC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266404 | PA      | $249944.76    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM 3.80%                      | MARATHON PETROLEUM 3.80%                      | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37556.67     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    627915 | PA      | $625389.44    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210053.19    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125%                                | HCA INC 5.125%                                | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188484.44    | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    583232 | PA      | $523710.65    | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75%                            | COMCAST CORP 3.75%                            | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $810702.23    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494284.62    | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 2.625%                             | PFIZER INC 2.625%                             | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468167.95    | 0.02%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75%                         | CVS HEALTH CORP 3.75%                         | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    386000 | PA      | $372984.46    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP 3.50%                             | NVIDIA CORP 3.50%                             | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $295001.55    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8YG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625292 | PA      | $518514.11    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 2.20%                              | VMWARE LLC 2.20%                              | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263314.96    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2922035 | PA      | $2515427.38   | 0.08%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XGGE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1176361 | PA      | $958073.16    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 2.45%                     | FREDDIE MAC MULTIFA 2.45%                     | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $449849.70    | 0.02%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.70%                              | EATON CORP 4.70%                              | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87539.61     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36290TJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143451 | PA      | $135060.92    | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 31306X4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28428 | PA      | $28133.81     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25%                                 | HCA INC 5.25%                                 | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44122.39     | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131XG3X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115173 | PA      | $113428.22    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS MTGE. SECS. TST. 3.16%                     | GS MTGE. SECS. TST. 3.16%                     | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $142633.61    | 0.00%             | 2052-07-10      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 4.75%                        | VENTAS REALTY LP 4.75%                        | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300522.74    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M CO 3.70%                                   | 3M CO 3.70%                                   | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144095.55    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2924662.51   | 0.10%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 3.95%                     | CONSOLIDATED EDISON 3.95%                     | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153460.58    | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 4.875%                      | MEXICO GOV. INTL. 4.875%                      | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    257900 | PA      | $244037.88    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC 4.25%                             | ONE GAS INC 4.25%                             | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145801.96    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418EHH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    891026 | PA      | $817740.83    | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMI 4.60%                     | EASTERN GAS TRANSMI 4.60%                     | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170642.63    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.50%                     | FREDDIE MAC GOLD PO 4.50%                     | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33134 | PA      | $33231.19     | 0.00%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128L0WW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90411 | PA      | $92578.93     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31409DY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48651 | PA      | $50893.89     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138E2LG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410986 | PA      | $388995.83    | 0.01%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31371NV69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1713 | PA      | $1710.31      | 0.00%             | 2028-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417GAV8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    316331 | PA      | $286762.44    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138Y3MM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168352 | PA      | $158082.58    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334XML0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    165960 | PA      | $154636.58    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTH TEXAS TOLLWA 6.718%                     | NORTH TEXAS TOLLWA 6.718%                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    125000 | PA      | $136418.50    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $814453.12    | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3133KGKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605916 | PA      | $579781.17    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.70%                             | EXELON CORP 4.70%                             | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82632.04     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8684375.00   | 0.29%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9526171.90   | 0.32%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC 3.25%                                | NIKE INC 3.25%                                | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58996.29     | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M CO 3.05%                                   | 3M CO 3.05%                                   | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947538.71    | 0.03%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3394316.42   | 0.11%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5148242.20   | 0.17%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 3.35%                     | CONSOLIDATED EDISON 3.35%                     | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959240.97    | 0.03%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CO 1.75%                     | COSTCO WHOLESALE CO 1.75%                     | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259285.31    | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QHER2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622104 | PA      | $573904.36    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4762206 | PA      | $4086281.56   | 0.14%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5033984.40   | 0.17%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3456113.29   | 0.12%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132CWT46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    904550 | PA      | $832731.04    | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585320 | PA      | $570077.37    | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL. S 3.60%                     | CATERPILLAR FINL. S 3.60%                     | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497176.58    | 0.02%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/PROV F2F                     | CITIZENS BANK NA/PROV F2F                     | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500253.25    | 0.02%             | 2028-08-09      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA L 4.75%                     | ENTERGY LOUISIANA L 4.75%                     | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253882.01    | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6590000 | PA      | $6296539.06   | 0.21%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6946132.83   | 0.23%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4927539.05   | 0.16%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4957421.90   | 0.17%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6563056.66   | 0.22%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7645312.50   | 0.26%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 5.15%                     | TEXAS INSTRUMENTS I 5.15%                     | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185301.53    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RA 5.95%                     | CANADIAN PACIFIC RA 5.95%                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $753958.67    | 0.03%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10121093.80  | 0.34%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5046875.00   | 0.17%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5373750.00   | 0.18%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3470195.33   | 0.12%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2892187.50   | 0.10%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6840312.50   | 0.23%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOU 5.10%                     | DOMINION ENERGY SOU 5.10%                     | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43815.69     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPART 4.375%                     | PRECISION CASTPART 4.375%                     | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84658.53     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175602 | PA      | $158343.01    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.75%                               | APPLE INC 3.75%                               | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6185.99      | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.194%                     | FREDDIE MAC MULTIF 3.194%                     | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $247358.10    | 0.01%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CQC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109427 | PA      | $107663.31    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     60494 | PA      | $59434.61     | 0.00%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q8W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62236 | PA      | $61169.35     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $198958.34    | 0.01%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN B 3.25%                     | FEDERAL HOME LOAN B 3.25%                     | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $985889.63    | 0.03%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132A9S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16200 | PA      | $15411.70     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140QAA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214304 | PA      | $210496.08    | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DFF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254695 | PA      | $216064.94    | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 5.55%                        | DOW CHEM. CO/THE 5.55%                        | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172741.44    | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DV4W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276370 | PA      | $235606.40    | 0.01%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002535 | PA      | $928878.45    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KYSW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211011 | PA      | $196534.58    | 0.01%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDA 2.492%                     | ROCKEFELLER FOUNDA 2.492%                     | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    710000 | PA      | $423820.17    | 0.01%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| LYB INTL. FIN. III 3.375%                     | LYB INTL. FIN. III 3.375%                     | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $361896.20    | 0.01%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WASTE MGT. INC 2.50%                          | WASTE MGT. INC 2.50%                          | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $297269.52    | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31 2.036%                        | BANK 2021-BNK31 2.036%                        | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $176844.96    | 0.01%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D6AB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1374263 | PA      | $1237734.75   | 0.04%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELEC. CO 2.80%                        | EMERSON ELEC. CO 2.80%                        | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $183865.34    | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP 3.40%                              | TELUS CORP 3.40%                              | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $364701.93    | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| JOHNS HOPKINS UNIV 4.083%                     | JOHNS HOPKINS UNIV 4.083%                     | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79274.05     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ALIBABA GRP. HLDG. 4.40%                      | ALIBABA GRP. HLDG. 4.40%                      | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $490744.19    | 0.02%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447789.43    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11 VAR                           | BANK 2018-BNK11 VAR                           | CUSIP: 06540TAD2<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396204.68    | 0.01%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HBJE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174441 | PA      | $166944.14    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131Y7U70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    509354 | PA      | $474541.06    | 0.02%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132A1A95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5739 | PA      | $5690.63      | 0.00%             | 2034-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERI 3.875%                     | WILLIS NORTH AMERI 3.875%                     | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144791.22    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.95%                               | APPLE INC 2.95%                               | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $916957.05    | 0.03%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DJQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133071 | PA      | $113278.72    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 3.95%                           | KROGER CO/THE 3.95%                           | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148670.81    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2.00%                      | UNITEDHEALTH GROUP 2.00%                      | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    216000 | PA      | $195557.03    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DRV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    582724 | PA      | $551822.44    | 0.02%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIB 4.35%                     | BRISTOL-MYERS SQUIB 4.35%                     | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $892813.44    | 0.03%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KEGE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480193 | PA      | $442887.31    | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.00%                          | LOWE S COS INC 3.00%                          | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $432503.18    | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DEC 2.75%                     | STANLEY BLACK & DEC 2.75%                     | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    300000 | PA      | $169897.37    | 0.01%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9EG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245689 | PA      | $215680.34    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDC HLDGS. INC 2.50%                          | MDC HLDGS. INC 2.50%                          | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176763.19    | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS 3.875%                      | KRAFT HEINZ FOODS 3.875%                      | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397296.74    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418D4C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392495 | PA      | $361335.91    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1402244 | PA      | $1159054.64   | 0.04%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2V                            | MORGAN STANLEY F2V                            | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204449.52    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 5.00%                          | STARBUCKS CORP 5.00%                          | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251238.93    | 0.01%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 3.85%                     | NORTHROP GRUMMAN CO 3.85%                     | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6284.10      | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK INC 3.70%                               | MERCK INC 3.70%                               | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46693.28     | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC 4.375%                         | BORGWARNER INC 4.375%                         | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    170000 | PA      | $138885.63    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.80%                            | QUALCOMM INC 4.80%                            | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265101.11    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EATON CORP 3.103%                             | EATON CORP 3.103%                             | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246353.25    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMER. 3.465%                      | CITIGROUP COMMER. 3.465%                      | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $244923.53    | 0.01%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331685 | PA      | $308208.02    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 4.03%                     | NORTHROP GRUMMAN CO 4.03%                     | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    252000 | PA      | $198357.54    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XY7J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181554 | PA      | $169165.62    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31329JJC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157861 | PA      | $149807.58    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y2WJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46282 | PA      | $44325.62     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132ACYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124771 | PA      | $119476.96    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATI 2.70%                     | HONEYWELL INTERNATI 2.70%                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    137000 | PA      | $130115.19    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP 5.875%                           | NEWMONT CORP 5.875%                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106045.50    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1823956 | PA      | $1631610.22   | 0.05%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123009 | PA      | $109465.61    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVERNMENT I 3.25%                     | MEXICO GOVERNMENT I 3.25%                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    742100 | PA      | $692008.25    | 0.02%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 2.90%                     | UNITEDHEALTH GRP. I 2.90%                     | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $249009.33    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 3.99%                     | FLORIDA POWER & LIG 3.99%                     | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154784.45    | 0.01%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 3.45%                              | PFIZER INC 3.45%                              | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    204000 | PA      | $200535.78    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP 1.375%                             | US BANCORP 1.375%                             | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    143000 | PA      | $125681.40    | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL C 1.125%                     | TRUIST FINANCIAL C 1.125%                     | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    221000 | PA      | $211833.22    | 0.01%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132D56E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    584610 | PA      | $539325.38    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3456239 | PA      | $2680191.43   | 0.09%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 1.20%                     | PROCTER & GAMBLE CO 1.20%                     | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262573.52    | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP F2V                      | WESTPAC BANKING CORP F2V                      | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $152700.65    | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 3.10%                     | CHILE GOV. INTL. BO 3.10%                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $307650.00    | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC 2.75%                              | ECOLAB INC 2.75%                              | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $176205.37    | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 4.022%                     | PG&E WILDFIRE REC. 4.022%                     | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53879 | PA      | $52996.52     | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE REC. 5.212%                     | PG&E WILDFIRE REC. 5.212%                     | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94240.31     | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 4.90%                     | WILLIAMS COS INC/TH 4.90%                     | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505870.49    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.60%                         | CIGNA GROUP/THE 5.60%                         | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189384.08    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC 2.30%                             | HUBBELL INC 2.30%                             | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136010.18    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 2.85%                     | MARRIOTT INTL. INC/ 2.85%                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457848.57    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA L 3.10%                     | ENTERGY LOUISIANA L 3.10%                     | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $223866.40    | 0.01%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| W R BERKLEY CORP 3.55%                        | W R BERKLEY CORP 3.55%                        | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137421.96    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    431776 | PA      | $440604.51    | 0.01%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 5.15%                      | TOTALENERGIES CAP. 5.15%                      | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $409081.50    | 0.01%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 1.27%                         | FANNIE MAE-ACES 1.27%                         | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $177844.98    | 0.01%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DMFC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496559 | PA      | $444908.22    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ADEV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    985117 | PA      | $801699.27    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138AG2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91054 | PA      | $90112.76     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138XDS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143577 | PA      | $138531.75    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJNB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334295 | PA      | $285083.83    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DS3Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    667346 | PA      | $682618.42    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138EQU91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102017 | PA      | $99921.90     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31339SQA6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    292317 | PA      | $262010.73    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128PWVZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4140 | PA      | $4121.03      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q7DQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192820 | PA      | $179900.42    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140K4SJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350025 | PA      | $311596.17    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPE79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292208 | PA      | $292573.64    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q75V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374723 | PA      | $348375.07    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJE24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460214 | PA      | $391135.54    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMN35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1028693 | PA      | $882223.59    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KQTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280586 | PA      | $230942.08    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP 6.05%                      | REGAL REXNORD CORP 6.05%                      | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512825.26    | 0.02%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 3622A2ZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290901 | PA      | $277026.87    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8HL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    849877 | PA      | $784040.44    | 0.03%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICON INVS. SIX DAC 5.849%                     | ICON INVS. SIX DAC 5.849%                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $254903.84    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| OHIO POWER CO 5.65%                           | OHIO POWER CO 5.65%                           | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308059.70    | 0.01%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132DNXZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522220 | PA      | $497650.87    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 5.203%                     | FREDDIE MAC MULTIF 5.203%                     | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $155732.97    | 0.01%             | 2031-02-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418E5P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6109207 | PA      | $6143134.62   | 0.21%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 5.34%                     | VERIZON MASTER TRUS 5.34%                     | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101318.53    | 0.00%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028721.38   | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1708046.88   | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4701953.10   | 0.16%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4969531.25   | 0.17%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4990039.05   | 0.17%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3347011.71   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.20%                        | T-MOBILE USA INC 4.20%                        | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596293.12    | 0.02%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3138MTKP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1832167 | PA      | $1808278.39   | 0.06%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DTU57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1644727 | PA      | $1702217.00   | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10006640.60  | 0.33%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458780 | PA      | $458722.34    | 0.02%             | 2045-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.10%                              | FEDEX CORP 4.10%                              | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241688.52    | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.70%                        | T-MOBILE USA INC 5.70%                        | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237860.36    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $902187.50    | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $970585.94    | 0.03%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 8.125%                          | CITIGROUP INC 8.125%                          | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    332000 | PA      | $413496.80    | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $990468.75    | 0.03%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 5.50%                     | CONSOLIDATED EDISON 5.50%                     | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85092.90     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC 7.375%                      | BOSTON SCIENTIFIC 7.375%                      | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    240000 | PA      | $284016.40    | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 6.75%                     | SIMON PROP. GRP. LP 6.75%                     | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    242000 | PA      | $271317.01    | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1498945.32   | 0.05%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUT 6.20%                     | CHICAGO TRANSIT AUT 6.20%                     | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    135266 | PA      | $142919.83    | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COMMUNI 6.75%                     | LOS ANGELES COMMUNI 6.75%                     | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $167010.02    | 0.01%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296QBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14051 | PA      | $14422.43     | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 5.95%                     | ENTERPRISE PRODS. O 5.95%                     | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41732.98     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CA 5.875%                     | SOUTHERN CO GAS CA 5.875%                     | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305402.78    | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 3.00%                     | FANNIE MAE OR FREDD 3.00%                     | CUSIP: 01F030447<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1432449.53   | 0.05%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77864 | PA      | $76749.10     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERI 5.70%                     | BARRICK NORTH AMERI 5.70%                     | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $300381.44    | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSI 4.80%                     | OHIO STATE UNIVERSI 4.80%                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $163972.44    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNME 5.00%                     | PHILIPPINE GOVERNME 5.00%                     | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $483185.05    | 0.02%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN. 4.125%                      | BHP BILLITON FIN. 4.125%                      | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $169557.43    | 0.01%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138LUS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214846 | PA      | $202816.60    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157631 | PA      | $149406.79    | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC 4.00%                                | EBAY INC 4.00%                                | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $188446.89    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS 3.90%                     | ILLINOIS TOOL WORKS 3.90%                     | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83473.49     | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160093 | PA      | $146722.68    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 3.90%                     | SOUTHERN CALIFORNIA 3.90%                     | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113260.46    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DOR 5.628%                     | NEW YORK STATE DOR 5.628%                     | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     70000 | PA      | $71832.71     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.00%                     | FANNIE MAE OR FREDD 2.00%                     | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $2818320.30   | 0.09%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.375%                     | UNITED STATES TSY. 0.375%                     | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6114499.97   | 0.20%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2006328.12   | 0.07%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5374687.50   | 0.18%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9864062.50   | 0.33%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5024140.60   | 0.17%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL 4.90%                     | GENERAL MOTORS FINL 4.90%                     | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    870000 | PA      | $874334.50    | 0.03%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XNHK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1579098 | PA      | $1638139.23   | 0.05%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAP. INC 4.25%                      | ACCENTURE CAP. INC 4.25%                      | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197643.93    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BGC GRP. INC 6.60%                            | BGC GRP. INC 6.60%                            | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103173.02    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DTTP5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    781403 | PA      | $809711.68    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.10%                             | WALMART INC 4.10%                             | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250410.64    | 0.01%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 5.40%                          | STARBUCKS CORP 5.40%                          | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255613.10    | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928436 | PA      | $922308.54    | 0.03%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 3.10%                              | FEDEX CORP 3.10%                              | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239907.58    | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    790780 | PA      | $725620.21    | 0.02%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELEC. POWER F2V                      | AMERICAN ELEC. POWER F2V                      | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493907.50    | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALIBABA GRP. HLDG. 5.25%                      | ALIBABA GRP. HLDG. 5.25%                      | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $205469.34    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BRIDGECREST LENDING 4.80%                     | BRIDGECREST LENDING 4.80%                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24941.81     | 0.00%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 3.84%                     | TOYOTA AUTO RECEIVA 3.84%                     | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148914.77    | 0.00%             | 2030-06-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 6.125%                      | MEXICO GOV. INTL. 6.125%                      | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194900.00    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 4.30%                     | SIMON PROP. GRP. LP 4.30%                     | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591320.42    | 0.02%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO 3.93%                      | MERCEDES-BENZ AUTO 3.93%                      | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49713.95     | 0.00%             | 2030-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722692.43    | 0.02%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL STP                     | DEUTSCHE TELEKOM INTL STP                     | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $459387.52    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC 7.75%                     | GEORGIA-PACIFIC LLC 7.75%                     | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    500000 | PA      | $556460.17    | 0.02%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL M 7.125%                     | FEDERAL NATIONAL M 7.125%                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1175000 | PA      | $1306674.58   | 0.04%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC STP                             | PHARMACIA LLC STP                             | CUSIP: 71713UAW2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132233.40    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 6.50%                     | FANNIE MAE OR FREDD 6.50%                     | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7600000 | PA      | $7862228.73   | 0.26%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 7.00%                      | CONAGRA BRANDS INC 7.00%                      | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210418.44    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPEL 7.00%                     | TENNESSEE GAS PIPEL 7.00%                     | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $312939.05    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 7.30%                     | KINDER MORGAN ENERG 7.30%                     | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    175000 | PA      | $197554.93    | 0.01%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 7.05%                            | COMCAST CORP 7.05%                            | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $157227.53    | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128L1KQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2802 | PA      | $2924.66      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 7.50%                     | KINDER MORGAN ENERG 7.50%                     | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    305000 | PA      | $353542.19    | 0.01%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4912890.60   | 0.16%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NI US GOV T PORTFOLIO                         | NI US GOV T PORTFOLIO                         | CUSIP: 665278404<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        | 120267574 | NS      | $120267574.28 | 4.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4695703.10   | 0.16%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3457812.50   | 0.12%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.75%                      | UNITED STATES TSY. 1.75%                      | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4722851.55   | 0.16%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3376507.82   | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9816796.90   | 0.33%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3457890.63   | 0.12%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31416XKE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131705 | PA      | $126798.08    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP. 4.31%                     | MORGAN STANLEY CAP. 4.31%                     | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98460.18     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AEROD 5.078%                     | JOHNSONVILLE AEROD 5.078%                     | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    790097 | PA      | $746396.80    | 0.02%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48 5.053%                        | BANK 2024-BNK48 5.053%                        | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200441.26    | 0.01%             | 2057-10-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 201 4.15%                     | UNITED AIRLINES 201 4.15%                     | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305669 | PA      | $298986.00    | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP 4.00%                      | ESSEX PORTFOLIO LP 4.00%                      | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143681.61    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 4.48%                     | CARMAX AUTO OWNER T 4.48%                     | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100473.62    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 6.05%                        | MICRON TECH. INC 6.05%                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1737258.46   | 0.06%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION 4.20%                     | ROCKWELL AUTOMATION 4.20%                     | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80845.12     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 3.60%                     | ELEVANCE HEALTH INC 3.60%                     | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69416.28     | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLY FINL. INC F2F                            | ALLY FINL. INC F2F                            | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406238.30    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 4.389%                        | FANNIE MAE-ACES 4.389%                        | CUSIP: 3136BXNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $196736.74    | 0.01%             | 2035-04-25      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492190.14    | 0.02%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING 4.30%                     | BRIDGECREST LENDING 4.30%                     | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49899.78     | 0.00%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196485.55    | 0.01%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 6.75%                     | MEXICO GOV. INTL. B 6.75%                     | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194120.00    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION B 4.411%                     | TORONTO-DOMINION B 4.411%                     | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1188456.16   | 0.04%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. INT 7.75%                     | PHILIPPINE GOV. INT 7.75%                     | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $561212.70    | 0.02%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER COR 7.50%                     | SOUTHERN COPPER COR 7.50%                     | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $343025.70    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ITALY 5.375%                      | REPUBLIC OF ITALY 5.375%                      | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    175000 | PA      | $182822.62    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49026 | PA      | $51428.22     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 6.05%                     | SOUTHERN CALIFORNIA 6.05%                     | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50760.64     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILIT 6.25%                     | PPL ELECTRIC UTILIT 6.25%                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $298001.53    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128MJLX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185946 | PA      | $188158.45    | 0.01%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31418MDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61795 | PA      | $64923.04     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47260 | PA      | $46856.83     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC 5.30%                        | EVERGY METRO INC 5.30%                        | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48445.77     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71879 | PA      | $69113.19     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138AVRP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1081 | PA      | $1076.91      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 5.25%                        | DOW CHEM. CO/THE 5.25%                        | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175680.41    | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.15%                               | AMGEN INC 5.15%                               | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $119457.39    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11603 | PA      | $11535.46     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    304944 | PA      | $289035.15    | 0.01%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 36241K7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75256 | PA      | $76486.66     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.00%                     | FANNIE MAE OR FREDD 2.00%                     | CUSIP: 01F020448<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3678650.68   | 0.12%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA 4.90%                     | DUKE ENERGY INDIANA 4.90%                     | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456543.46    | 0.02%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 4.60%                     | COMMONWEALTH EDISON 4.60%                     | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87045.84     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.75%                      | UNITED STATES TSY. 1.75%                      | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3252949.21   | 0.11%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2204726.58   | 0.07%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4812304.70   | 0.16%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $3680550.80   | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4433789.05   | 0.15%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5034375.00   | 0.17%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5090429.70   | 0.17%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5064843.75   | 0.17%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10105468.80  | 0.34%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 4.35%                          | MASTERCARD INC 4.35%                          | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496124.54    | 0.02%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 4.456%                     | FREDDIE MAC MULTIF 4.456%                     | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $100550.55    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1965976 | PA      | $1522889.62   | 0.05%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3154355 | PA      | $2443263.75   | 0.08%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 4.70%                       | JOHNSON & JOHNSON 4.70%                       | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    510000 | PA      | $521245.59    | 0.02%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75%                                 | HCA INC 5.75%                                 | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308445.94    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 5.95%                     | UNITED PARCEL SERV. 5.95%                     | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252497.82    | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 5.20%                         | CATERPILLAR INC 5.20%                         | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307327.49    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP F2V                       | ALLIANT ENERGY CORP F2V                       | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486127.85    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484207.91    | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490263.14    | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER T 3.97%                     | CARMAX AUTO OWNER T 3.97%                     | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99348.68     | 0.00%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.95%                     | WILLIAMS COS INC/TH 5.95%                     | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393674.14    | 0.01%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.70%                            | BROADCOM INC 5.70%                            | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298444.12    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 5.85%                     | CONSOLIDATED EDISON 5.85%                     | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105507.71    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOV. INTL. 7.625%                     | URUGUAY GOV. INTL. 7.625%                     | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    250000 | PA      | $293912.50    | 0.01%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS 6.70%                      | CHUBB INA HOLDINGS 6.70%                      | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56113.37     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAIL 6.20%                     | CANADIAN NATL. RAIL 6.20%                     | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $43484.97     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 6.50%                         | XCEL ENERGY INC 6.50%                         | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107666.60    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.625%                              | AETNA INC 6.625%                              | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43104.71     | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN B 5.50%                     | FEDERAL HOME LOAN B 5.50%                     | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $544389.23    | 0.02%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BURLINGTON NORTHERN 6.20%                     | BURLINGTON NORTHERN 6.20%                     | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $496155.11    | 0.02%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 6.125%                          | CITIGROUP INC 6.125%                          | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130080.16    | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL. SERV 5.95%                     | HARTFORD FINL. SERV 5.95%                     | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    285000 | PA      | $301131.54    | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31403DBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121385 | PA      | $122473.44    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 6.65%                         | NEVADA POWER CO 6.65%                         | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110794.88    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA 6.00%                      | BANK OF AMERICA NA 6.00%                      | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263726.45    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31411ASB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29410 | PA      | $30350.00     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP/THE 6.50%                          | CHUBB CORP/THE 6.50%                          | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     85000 | PA      | $94158.57     | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.50%                       | GINNIE MAE I POOL 6.50%                       | CUSIP: 36295NDQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3393 | PA      | $3600.43      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AU 5.25%                     | TENNESSEE VALLEY AU 5.25%                     | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1050000 | PA      | $1100789.07   | 0.04%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE 5.40%                           | KROGER CO/THE 5.40%                           | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97643.48     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMER. MT 3.71%                     | BARCLAYS COMMER. MT 3.71%                     | CUSIP: 05492JAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $136165.53    | 0.00%             | 2052-11-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1998286 | PA      | $2023669.85   | 0.07%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDL. CAP. LLC 5.10%                      | CNH INDL. CAP. LLC 5.10%                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303613.21    | 0.01%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 5.40%                      | DIAMONDBACK ENERGY 5.40%                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406078.77    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP 4.125%                      | ATMOS ENERGY CORP 4.125%                      | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62030.76     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.95%                          | AMAZON.COM INC 4.95%                          | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    156000 | PA      | $145788.43    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243520 | PA      | $248284.19    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUR. DE 4.125%                     | COUNCIL OF EUR. DE 4.125%                     | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $503415.40    | 0.02%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IBM INTL. CAP. PTE 5.30%                      | IBM INTL. CAP. PTE 5.30%                      | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $266558.64    | 0.01%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DSGK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431752 | PA      | $453369.57    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 4.25%                     | SIMON PROP. GRP. LP 4.25%                     | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $121810.42    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES 4.65%                      | TRANE TECHNOLOGIES 4.65%                      | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $31144.93     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC 4.50%                     | CARDINAL HEALTH INC 4.50%                     | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167617.28    | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140LQHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699136 | PA      | $628460.80    | 0.02%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL. CORP F2F                         | TRUIST FINL. CORP F2F                         | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515771.63    | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 7.50%                      | GINNIE MAE II POOL 7.50%                      | CUSIP: 36179YMP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35991 | PA      | $37315.76     | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 5.125%                            | CENCORA INC 5.125%                            | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151252.37    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUE 4.877%                     | VIRGINIA POWER FUE 4.877%                     | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101078.47    | 0.00%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 4.45%                      | VIRGINIA ELEC. AND 4.45%                      | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62927.74     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| METLIFE INC STP                               | METLIFE INC STP                               | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    370000 | PA      | $322098.82    | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WDYC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232213 | PA      | $211379.78    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINL. CORP F2F                         | TRUIST FINL. CORP F2F                         | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818847.18    | 0.03%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUS 4.63%                     | CHASE ISSUANCE TRUS 4.63%                     | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101123.57    | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 5.20%                     | LOCKHEED MARTIN COR 5.20%                     | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181576.03    | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418AKN7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    201964 | PA      | $194829.09    | 0.01%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.60%                     | MEXICO GOV. INTL. B 4.60%                     | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $382575.00    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    435652 | PA      | $453381.91    | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XMTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2175284 | PA      | $2001317.68   | 0.07%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483272 | PA      | $506576.58    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.375%                            | ORACLE CORP 5.375%                            | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $516571.23    | 0.02%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 4.75%                     | MEXICO GOV. INTL. B 4.75%                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $801350.00    | 0.03%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM INTL. CAP. PTE 4.90%                      | IBM INTL. CAP. PTE 4.90%                      | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $296001.54    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377543 | PA      | $345870.56    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    231796 | PA      | $212340.40    | 0.01%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91712 | PA      | $86913.78     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRA. INV. 4.125%                      | ASIAN INFRA. INV. 4.125%                      | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1006998.06   | 0.03%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH 5.267%                         | DIGNITY HEALTH 5.267%                         | CUSIP: 254010AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177476.65    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN COR 4.45%                     | PARKER-HANNIFIN COR 4.45%                     | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259477.97    | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REALTY INC. CORP 2.10%                        | REALTY INC. CORP 2.10%                        | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574918.16    | 0.02%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST 5.25%                     | ALEXANDRIA REAL EST 5.25%                     | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389892.28    | 0.01%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.50%                     | GILEAD SCIENCES INC 4.50%                     | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129526.22    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 4.00%                      | EUROPEAN INV. BANK 4.00%                      | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004576.59   | 0.03%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XNFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368719 | PA      | $380945.88    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36178NF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52406 | PA      | $47965.33     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.35%                      | ENERGY TRANSFER LP 5.35%                      | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71517.28     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140XMF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330585 | PA      | $347716.80    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & C 5.625%                     | JPMORGAN CHASE & C 5.625%                     | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149255.81    | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $2372851.55   | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4683203.10   | 0.16%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4968359.40   | 0.17%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5057421.90   | 0.17%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATL. GRP. 5.75%                     | AMERICAN NATL. GRP. 5.75%                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151547.27    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.70%                             | ORACLE CORP 4.70%                             | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912619.76    | 0.03%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 5.65%                        | MICRON TECH. INC 5.65%                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527815.09    | 0.02%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.80%                            | BROADCOM INC 4.80%                            | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243733.92    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.75%                              | FEDEX CORP 4.75%                              | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170809.94    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2552144 | PA      | $2606640.91   | 0.09%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOOD 5.50%                     | JBS NV/JBS USA FOOD 5.50%                     | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $800368.00    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.35%                      | ENERGY TRANSFER LP 5.35%                      | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496527.46    | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36241KL71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15079 | PA      | $15603.73     | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 4.90%                     | PROVINCE OF BRITISH 4.90%                     | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $513442.78    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DSTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258119 | PA      | $262708.87    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31371NLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3394 | PA      | $3560.58      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M44B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4057 | PA      | $4253.56      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORID 6.35%                      | DUKE ENERGY FLORID 6.35%                      | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    340000 | PA      | $367549.41    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31410KLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5245 | PA      | $5558.67      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59870 | PA      | $57433.76     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HLDGS. IN 5.00%                     | EQUITABLE HLDGS. IN 5.00%                     | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    136000 | PA      | $117712.21    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6.25%                      | ENERGY TRANSFER LP 6.25%                      | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392290.88    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERN 5.20%                     | CROWN CASTLE INTERN 5.20%                     | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $304578.93    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.00%                       | GINNIE MAE I POOL 4.00%                       | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64120 | PA      | $61725.10     | 0.00%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERG 6.55%                     | KINDER MORGAN ENERG 6.55%                     | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    205000 | PA      | $219387.08    | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MERCK INC 3.40%                               | MERCK INC 3.40%                               | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    389000 | PA      | $381477.37    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK INC 4.00%                               | MERCK INC 4.00%                               | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391491.91    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 3.47%                     | FREDDIE MAC MULTIFA 3.47%                     | CUSIP: 3137FLYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $96385.20     | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE IN 3.25%                     | OMEGA HEALTHCARE IN 3.25%                     | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264059.54    | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC/THE 5.95%                      | HOME DEPOT INC/THE 5.95%                      | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    405000 | PA      | $426245.60    | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTI 5.60%                     | MASSACHUSETTS INSTI 5.60%                     | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186013.08    | 0.01%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHS. INC 2.30%                      | AGILENT TECHS. INC 2.30%                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269075.40    | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINL. 3.75%                     | RAYMOND JAMES FINL. 3.75%                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71384.20     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HP INC 6.00%                                  | HP INC 6.00%                                  | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271787.81    | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 4.25%                             | EQUINOR ASA 4.25%                             | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    350000 | PA      | $303161.33    | 0.01%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3134531.24   | 0.10%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2229746.09   | 0.07%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE 2.30%                          | PUBLIC STORAGE 2.30%                          | CUSIP: 74460WAE7<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269201.21    | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ALAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391618 | PA      | $318682.65    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $5821875.00   | 0.19%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $5728631.25   | 0.19%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8671875.00   | 0.29%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $2175799.21   | 0.07%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.92%                     | EXETER AUTOMOBILE R 5.92%                     | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50724.81     | 0.00%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL. 5.75%                      | OLD REPUBLIC INTL. 5.75%                      | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153060.54    | 0.01%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5261718.72   | 0.18%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5069140.60   | 0.17%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.625%                           | ENBRIDGE INC 5.625%                           | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $309446.77    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINL. GRP 6.20%                     | JEFFERIES FINL. GRP 6.20%                     | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203962.38    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6049921.86   | 0.20%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5148437.50   | 0.17%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 5.90%                      | DIAMONDBACK ENERGY 5.90%                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94623.86     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $6235736.70   | 0.21%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FIN. C 6.20%                     | NEW MOUNTAIN FIN. C 6.20%                     | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199035.21    | 0.01%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.57%                     | HONDA AUTO RECEIVAB 4.57%                     | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100661.11    | 0.00%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS C 5.95%                     | NATIONAL FUEL GAS C 5.95%                     | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206910.81    | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140W0NC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932871 | PA      | $927576.27    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST INDL. LP 5.25%                          | FIRST INDL. LP 5.25%                          | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100967.68    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT 4.80%                     | TOYOTA MOTOR CREDIT 4.80%                     | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303311.38    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 5.00%                      | UNITED STATES TSY. 5.00%                      | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4052031.24   | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5013085.95   | 0.17%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.90%                            | BROADCOM INC 4.90%                            | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241294.28    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 3.91%                     | FORD CREDIT AUTO OW 3.91%                     | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99675.85     | 0.00%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.85%                          | LOWE S COS INC 4.85%                          | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243458.57    | 0.01%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 3.94%                     | TOYOTA AUTO RECEIVA 3.94%                     | CUSIP: 89231GAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99106.41     | 0.00%             | 2031-02-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HPF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $196837.44    | 0.01%             | 2035-10-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 5.625%                     | PUBLIC SERV. ELEC. 5.625%                     | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98384.46     | 0.00%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3142JCBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    575442 | PA      | $579884.52    | 0.02%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAI 6.375%                     | CANADIAN NATL. RAI 6.375%                     | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $21977.11     | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31371NMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24852 | PA      | $26072.45     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $2798964.86   | 0.09%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4730664.05   | 0.16%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5022656.25   | 0.17%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5010156.25   | 0.17%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5036718.75   | 0.17%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL. CORP F2F                        | REGIONS FINL. CORP F2F                        | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300408.61    | 0.01%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP. 5.275%                     | TOTALENERGIES CAP. 5.275%                     | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $466376.25    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE 4.85%                         | SOUTHERN CO/THE 4.85%                         | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389120.42    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QUYT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777889 | PA      | $802633.43    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTS. INC 5.00%                      | FERGUSON ENTS. INC 5.00%                      | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98818.70     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QVR48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    912988 | PA      | $945145.31    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERV. 6.05%                     | UNITED PARCEL SERV. 6.05%                     | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251745.77    | 0.01%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 4.00%                     | FANNIE MAE OR FREDD 4.00%                     | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3700000 | PA      | $3491037.47   | 0.12%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL PUGET SOUN 5.491%                     | CENTRAL PUGET SOUN 5.491%                     | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $81220.90     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY WATER 5.75%                     | NEW YORK CITY WATER 5.75%                     | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $200061.44    | 0.01%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5006640.60   | 0.17%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140Y7E61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1966845 | PA      | $2067045.58   | 0.07%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS SCHO 5.715%                     | MASSACHUSETTS SCHO 5.715%                     | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103162.20    | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO COUNTY W 6.138%                     | SAN DIEGO COUNTY W 6.138%                     | CUSIP: 79741TAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101594.96    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING 5.41%                     | BRIDGECREST LENDING 5.41%                     | CUSIP: 10807UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50085.34     | 0.00%             | 2031-08-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL. S 4.15%                     | CATERPILLAR FINL. S 4.15%                     | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495317.72    | 0.02%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC 6.655%                     | MUNICIPAL ELECTRIC 6.655%                     | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     92000 | PA      | $99263.03     | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1337695.32   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 3.00%                     | FANNIE MAE OR FREDD 3.00%                     | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6700000 | PA      | $5883802.32   | 0.20%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4787109.40   | 0.16%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECH. FIN. 6.10%                     | BLUE OWL TECH. FIN. 6.10%                     | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197663.86    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.30%                            | BROADCOM INC 4.30%                            | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189689.05   | 0.04%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    880000 | PA      | $861088.50    | 0.03%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.50%                      | UNITED STATES TSY. 1.50%                      | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4575390.60   | 0.15%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.50%                      | UNITED STATES TSY. 0.50%                      | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5060000 | PA      | $4857204.71   | 0.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GRP. TR 4.75%                     | KITE REALTY GRP. TR 4.75%                     | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99982.33     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.00%                      | UNITED STATES TSY. 2.00%                      | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $3700683.61   | 0.12%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.50%                      | UNITED STATES TSY. 1.50%                      | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4708203.10   | 0.16%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN 4.125%                      | FEDERAL HOME LOAN 4.125%                      | CUSIP: 3130ATHW0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    875000 | PA      | $879592.17    | 0.03%             | 2027-09-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5020898.45   | 0.17%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4957226.55   | 0.17%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW F2F                      | DEUTSCHE BANK AG/NEW F2F                      | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    300000 | PA      | $298472.10    | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3142GRLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    693113 | PA      | $708685.51    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINL. CORP 4.00%                       | PACCAR FINL. CORP 4.00%                       | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198699.21    | 0.01%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP F2V                           | CMS ENERGY CORP F2V                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254508.75    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC 4.95%                       | CISCO SYSTEMS INC 4.95%                       | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408208.12    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 5.95%                     | COMMONWEALTH EDISON 5.95%                     | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    380000 | PA      | $385164.83    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.45%                     | SOUTHERN CALIFORNIA 5.45%                     | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306981.66    | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT 4.50%                     | TOYOTA MOTOR CREDIT 4.50%                     | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1636419.66   | 0.05%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5016992.20   | 0.17%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 2.40%                              | FEDEX CORP 2.40%                              | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360199.60    | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495334.35    | 0.02%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485482.68    | 0.02%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.375%                     | UNITED STATES TSY. 0.375%                     | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5110000 | PA      | $4854300.40   | 0.16%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4753320.30   | 0.16%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1730000 | PA      | $1712091.80   | 0.06%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES VAR                           | FANNIE MAE-ACES VAR                           | CUSIP: 3136BUJV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $150846.59    | 0.01%             | 2035-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC 5.375%                      | HEALTHPEAK OP LLC 5.375%                      | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300924.97    | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.80%                     | FLORIDA POWER & LIG 5.80%                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298857.20    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FIN 5.625%                     | GENERAL MOTORS FIN 5.625%                     | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613937.71    | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5506445.34   | 0.18%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5ZK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3766247 | PA      | $3733761.67   | 0.12%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 5.203%                     | WELLS FARGO COMMER 5.203%                     | CUSIP: 95004XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507978.45    | 0.02%             | 2058-12-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN IN 4.25%                     | FREEPORT-MCMORAN IN 4.25%                     | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489771.36    | 0.02%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.60%                     | SOUTHERN CALIFORNIA 5.60%                     | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142976.25    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295586.75    | 0.01%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494730.77    | 0.02%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5041015.60   | 0.17%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5026171.90   | 0.17%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELI 7.50%                     | ONCOR ELECTRIC DELI 7.50%                     | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    145000 | PA      | $171089.18    | 0.01%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37980 | PA      | $38384.79     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5063281.25   | 0.17%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5038281.25   | 0.17%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31419CAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250216 | PA      | $241819.92    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416BRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95233 | PA      | $95945.63     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN 5.60%                     | PLAINS ALL AMERICAN 5.60%                     | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250810.13    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.70%                                | AT&T INC 5.70%                                | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374531.67    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.39%                     | DRIVE AUTO RECEIVAB 4.39%                     | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24886.23     | 0.00%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1955507.82   | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1096464.84   | 0.04%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MOR 3.983%                     | UBS COMMERCIAL MOR 3.983%                     | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147545.09    | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63308 | PA      | $60575.57     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31329MUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173417 | PA      | $158788.44    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131XMSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    504732 | PA      | $474799.01    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 3.40%                        | FIRSTENERGY CORP 3.40%                        | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $199589.27    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.872%                     | FREDDIE MAC MULTIF 1.872%                     | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $184252.70    | 0.01%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIA 3.00%                     | PRUDENTIAL FINANCIA 3.00%                     | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226082.21    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHS. INC 5.25%                     | L3HARRIS TECHS. INC 5.25%                     | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511612.32    | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4905273.45   | 0.16%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6404000.00   | 0.21%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5041406.25   | 0.17%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5085156.25   | 0.17%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN I 6.15%                     | REYNOLDS AMERICAN I 6.15%                     | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65457.13     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 5.70%                        | VENTAS REALTY LP 5.70%                        | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98814.60     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159874 | PA      | $157356.06    | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118159 | PA      | $105332.46    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3133KHGT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196654 | PA      | $182145.01    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP 2.65%                     | AVERY DENNISON CORP 2.65%                     | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184873.87    | 0.01%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4260000 | PA      | $4122049.23   | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202F3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85540 | PA      | $81104.45     | 0.00%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE U 4.75%                     | RIO TINTO FINANCE U 4.75%                     | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $137584.02    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5024414.05   | 0.17%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14364218.68  | 0.48%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5722734.36   | 0.19%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 4.80%                        | DOW CHEM. CO/THE 4.80%                        | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246878.98    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APA CORP 6.10%                                | APA CORP 6.10%                                | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205353.57    | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.55%                                | AT&T INC 5.55%                                | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236674.88    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31417SYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51040 | PA      | $50512.01     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVE 4.643%                     | NORTHWESTERN UNIVE 4.643%                     | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47036.54     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIO 5.45%                     | ROGERS COMMUNICATIO 5.45%                     | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $45435.00     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4921484.40   | 0.16%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1486406.24   | 0.05%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC 4.30%                      | WISCONSIN ELECTRIC 4.30%                      | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81201.76     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3131WPBG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67676 | PA      | $66976.61     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132AAUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342042 | PA      | $321175.12    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVS. INC 2.30%                     | REPUBLIC SERVS. INC 2.30%                     | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    118000 | PA      | $108860.10    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. LLC 3.45%                     | BROOKFIELD FIN. LLC 3.45%                     | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $328655.44    | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 202 2.00%                     | DELTA AIR LINES 202 2.00%                     | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    100670 | PA      | $97348.28     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1374797 | PA      | $1118265.85   | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.14%                     | DRIVE AUTO RECEIVAB 4.14%                     | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24906.02     | 0.00%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.50%                      | UNITED STATES TSY. 2.50%                      | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1374062.50   | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $198824.60    | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC 5.10%                         | TYSON FOODS INC 5.10%                         | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269957.32    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. O 4.80%                     | ENTERPRISE PRODS. O 4.80%                     | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174228.99    | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PRO 3.10%                     | NATIONAL RETAIL PRO 3.10%                     | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191229.64    | 0.01%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROU F2F                     | MIZUHO FINANCIAL GROU F2F                     | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $918541.86    | 0.03%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA 2.75%                     | DUKE ENERGY INDIANA 2.75%                     | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $243138.42    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 4.227%                       | EXXON MOBIL CORP 4.227%                       | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $361953.74    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC 5.40%                      | SMITH & NEPHEW PLC 5.40%                      | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253575.50    | 0.01%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5873437.50   | 0.20%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.75%                      | UNITED STATES TSY. 0.75%                      | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4729492.20   | 0.16%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307678 | PA      | $1141511.37   | 0.04%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8679296.90   | 0.29%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5020000 | PA      | $5041570.34   | 0.17%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5605312.50   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4691406.25   | 0.16%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3888750.00   | 0.13%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $3814335.91   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5062500.00   | 0.17%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5095703.10   | 0.17%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.875%                     | UNITED STATES TSY. 4.875%                     | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5127539.05   | 0.17%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRE 6.15%                     | MORGAN STANLEY DIRE 6.15%                     | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201145.32    | 0.01%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN. U 5.00%                     | BHP BILLITON FIN. U 5.00%                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $407400.28    | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE 4.95%                          | HERSHEY CO/THE 4.95%                          | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204679.39    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307278.71    | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 3620ARNT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105530 | PA      | $101582.47    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138MQTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322032 | PA      | $303701.71    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WFDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85807 | PA      | $81913.66     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. 4.448%                      | UBS COMMER. MTGE. 4.448%                      | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99484.37     | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 3.143%                        | FANNIE MAE-ACES 3.143%                        | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    150969 | PA      | $146745.20    | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FIN. L F2V                     | AXIS SPECIALTY FIN. L F2V                     | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $191842.10    | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164978 | PA      | $145319.67    | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140X7QH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5397965 | PA      | $4621164.40   | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AKS84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1647656 | PA      | $1358194.85   | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $231270.73    | 0.01%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.80%                        | T-MOBILE USA INC 5.80%                        | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95893.42     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 5.15%                      | UNION PACIFIC CORP 5.15%                      | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $805024.81    | 0.03%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1225166 | PA      | $1160617.07   | 0.04%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 4.025%                      | CONOCOPHILLIPS CO 4.025%                      | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    405000 | PA      | $291739.34    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2V                              | BARCLAYS PLC F2V                              | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $558985.28    | 0.02%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1550153 | PA      | $1509069.09   | 0.05%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5013476.55   | 0.17%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 5.625%                      | MEXICO GOV. INTL. 5.625%                      | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $967500.00    | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.65%                          | AMAZON.COM INC 4.65%                          | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507480.45    | 0.02%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47553 | PA      | $48737.46     | 0.00%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEV. BANK/TH 4.375%                     | KOREA DEV. BANK/TH 4.375%                     | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $794881.40    | 0.03%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERCK INC 5.15%                               | MERCK INC 5.15%                               | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179414.44    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.90%                                | AT&T INC 4.90%                                | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243888.24    | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 5.00%                      | UNITED STATES TSY. 5.00%                      | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $529160.16    | 0.02%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.00%                               | APPLE INC 4.00%                               | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500595.92    | 0.02%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.35%                              | EATON CORP 4.35%                              | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501202.99    | 0.02%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1950625.00   | 0.07%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $818281.25    | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINL. IN 4.40%                     | COREBRIDGE FINL. IN 4.40%                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233689.33    | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP. OF 6.00%                     | REINSURANCE GRP. OF 6.00%                     | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207674.49    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALI 4.858%                     | UNIVERSITY OF CALI 4.858%                     | CUSIP: 91412GHA6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    500000 | PA      | $407849.40    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    684812 | PA      | $627902.31    | 0.02%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DQMX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731774 | PA      | $739113.74    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179X5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250168 | PA      | $236468.15    | 0.01%             | 2053-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 4.875%                            | CUMMINS INC 4.875%                            | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83982.44     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85631 | PA      | $77822.31     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 6.15%                     | AERCAP IRELAND CAP. 6.15%                     | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $315265.95    | 0.01%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOB 6.00%                     | AMERICREDIT AUTOMOB 6.00%                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51080.86     | 0.00%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1490156.24   | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CAR 3.96%                     | CITIBANK CREDIT CAR 3.96%                     | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99438.38     | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133C9KN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551670 | PA      | $555871.20    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140QSV32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200149 | PA      | $210881.28    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP 2.995%                       | EXXON MOBIL CORP 2.995%                       | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158874.96    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALT 3.817%                     | COMMONSPIRIT HEALT 3.817%                     | CUSIP: 20268JAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $146818.85    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 6.875%                      | PANAMA GOV. INTL. 6.875%                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    500000 | PA      | $531135.00    | 0.02%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FORD CREDIT AUTO OW 4.05%                     | FORD CREDIT AUTO OW 4.05%                     | CUSIP: 34532WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99679.74     | 0.00%             | 2030-10-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31417CVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151863 | PA      | $143218.98    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138ENNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    517647 | PA      | $499933.49    | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBE 4.95%                     | ANHEUSER-BUSCH INBE 4.95%                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177240.08    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.05%                          | LOWE S COS INC 4.05%                          | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     94000 | PA      | $72092.23     | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KFNB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2402978 | PA      | $1956571.08   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ4H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1694429 | PA      | $1391927.57   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105192.75    | 0.00%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTNCS. IN 3.875%                     | ARROW ELECTNCS. IN 3.875%                     | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246225.26    | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD 3.10%                        | ENSTAR GROUP LTD 3.10%                        | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $132353.98    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE IN 3.00%                     | HOWMET AEROSPACE IN 3.00%                     | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192934.37    | 0.01%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1984290 | PA      | $1708893.01   | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC 1.80%                             | WALMART INC 1.80%                             | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1771793.78   | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5791164.05   | 0.19%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCK INC 5.50%                               | MERCK INC 5.50%                               | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391868.30    | 0.01%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO 4.00%                     | AEP TRANSMISSION CO 4.00%                     | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157184.98    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 4.15%                           | AEP TEXAS INC 4.15%                           | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151074.94    | 0.01%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORP 2.80%                          | FLOWSERVE CORP 2.80%                          | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88271.06     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP. 3.30%                     | AERCAP IRELAND CAP. 3.30%                     | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $908225.76    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC 3.80%                            | AVANGRID INC 3.80%                            | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195203.20    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER IN 4.42%                     | KEURIG DR PEPPER IN 4.42%                     | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234816.41    | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4929882.80   | 0.16%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    758192 | PA      | $699589.19    | 0.02%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 MTGE. 2.912%                      | CD 2019-CD8 MTGE. 2.912%                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $140684.85    | 0.00%             | 2057-08-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 2.30%                     | SHERWIN-WILLIAMS CO 2.30%                     | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    153000 | PA      | $139757.59    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 5.01%                     | FORD CREDIT AUTO OW 5.01%                     | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101303.66    | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17995078.08  | 0.60%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418EKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2123660 | PA      | $2057935.15   | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E REC. FNDG. LL 5.045%                     | PG&E REC. FNDG. LL 5.045%                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17985 | PA      | $18194.13     | 0.00%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5035351.55   | 0.17%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN. U 5.00%                     | BHP BILLITON FIN. U 5.00%                     | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $499853.11    | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC 4.375%                     | COTERRA ENERGY INC 4.375%                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199251.81    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.65%                                 | MPLX LP 5.65%                                 | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91345.07     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWE 5.15%                     | JERSEY CENTRAL POWE 5.15%                     | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194016.91   | 0.04%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.90%                     | DRIVE AUTO RECEIVAB 4.90%                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24875.84     | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710570.39    | 0.02%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1115068 | PA      | $1106165.50   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598875.00    | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31414C6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27010 | PA      | $27297.19     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $604289.06    | 0.02%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANS 7.336%                     | METROPOLITAN TRANS 7.336%                     | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     70000 | PA      | $81111.60     | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.95%                      | META PLATFORMS INC 4.95%                      | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1815259.88   | 0.06%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.85%                               | APPLE INC 4.85%                               | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $828212.98    | 0.03%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620A2XC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84681 | PA      | $84302.59     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC. AU 6.637%                     | MUNICIPAL ELEC. AU 6.637%                     | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     63000 | PA      | $67538.09     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| PFIZER INV. ENTS. P 5.30%                     | PFIZER INV. ENTS. P 5.30%                     | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1010000 | PA      | $938663.79    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XK6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487210 | PA      | $503625.25    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XL7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1655239 | PA      | $1652863.32   | 0.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319316.17    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BOARD OF REGENTS O 4.794%                     | BOARD OF REGENTS O 4.794%                     | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94415.75     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.50%                     | FANNIE MAE OR FREDD 2.50%                     | CUSIP: 01F022444<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1888970.10   | 0.06%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QS4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279039 | PA      | $285087.98    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC 3.45%                      | ANALOG DEVICES INC 3.45%                      | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495711.70    | 0.02%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132E0KR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305596 | PA      | $318590.60    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XMPY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990761 | PA      | $1016331.58   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 4.65%                      | VIRGINIA ELEC. AND 4.65%                      | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130262.64    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PART 5.95%                     | SPECTRA ENERGY PART 5.95%                     | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88479.17     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORIX CORP 4.45%                               | ORIX CORP 4.45%                               | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    920000 | PA      | $912594.70    | 0.03%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620A6DF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64723 | PA      | $64170.62     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELIN 5.10%                     | TRANSCANADA PIPELIN 5.10%                     | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $369086.55    | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3133KHK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261622 | PA      | $234314.03    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138EJUX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3536 | PA      | $3647.34      | 0.00%             | 2042-08-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| UBS COMMER. MTGE. TST VAR                     | UBS COMMER. MTGE. TST VAR                     | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148802.28    | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP/TH 3.95%                     | PROGRESSIVE CORP/TH 3.95%                     | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    400000 | PA      | $304177.11    | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO IN 5.55%                     | DUKE ENERGY OHIO IN 5.55%                     | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382932.80    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3131Y9ZL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110365 | PA      | $102336.41    | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140QBPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646885 | PA      | $618781.94    | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAP. CORP 4.625%                          | BAT CAP. CORP 4.625%                          | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293576.05    | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.04%                     | CARVANA AUTO RECEIV 4.04%                     | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99695.33     | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31329NGY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449397 | PA      | $431236.28    | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468477 | PA      | $444323.10    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M5XV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10119 | PA      | $10570.18     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 8.875%                     | VIRGINIA ELEC. AND 8.875%                     | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $130147.39    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KKB73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501279 | PA      | $425775.29    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QFBA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    948935 | PA      | $806104.55    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1456933.59   | 0.05%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELE 4.50%                     | SAN DIEGO GAS & ELE 4.50%                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134968.89    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X8MS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066678 | PA      | $877899.17    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS I 2.95%                     | WASTE CONNECTIONS I 2.95%                     | CUSIP: 94106BAD3<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $190352.97    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 2.25%                             | REVVITY INC 2.25%                             | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262031.02    | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65%                                | AT&T INC 3.65%                                | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $323989.79    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP 3.125%                      | TSMC ARIZONA CORP 3.125%                      | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407850.23    | 0.01%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2.875%                      | AMERICAN AIRLINES 2.875%                      | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243693 | PA      | $217748.97    | 0.01%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GF3G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    614675 | PA      | $565504.63    | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.35%                          | LOWE S COS INC 3.35%                          | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114094.99    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF MAS 4.50%                     | COMMONWEALTH OF MAS 4.50%                     | CUSIP: 57582PWH9<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250142.45    | 0.01%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 5.05%                     | NORTHROP GRUMMAN CO 5.05%                     | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241025.31    | 0.01%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.25%                      | UNITED STATES TSY. 3.25%                      | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3927343.76   | 0.13%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP 5.50%                     | DOLLAR GENERAL CORP 5.50%                     | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185172.43    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1430156.25   | 0.05%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31414J4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20475 | PA      | $20963.02     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 6.00%                                | FLEX LTD 6.00%                                | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $306129.39    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1246621 | PA      | $1265337.16   | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.125%                             | INTEL CORP 5.125%                             | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253204.17    | 0.01%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELL F2F                     | BANK OF NEW YORK MELL F2F                     | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494061.93    | 0.02%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 4.90%                     | DOMINION ENERGY INC 4.90%                     | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31224.28     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUT 4.70%                     | CALIFORNIA INSTITUT 4.70%                     | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $88133.34     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF THE UN 4.674%                     | TRUSTEES OF THE UN 4.674%                     | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80137.44     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138M0ST8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82157 | PA      | $77480.88     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132CWYX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234025 | PA      | $228907.04    | 0.01%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW F2F                      | DEUTSCHE BANK AG/NEW F2F                      | CUSIP: 251526CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    900000 | PA      | $964424.66    | 0.03%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIV 4.95%                     | TAKE-TWO INTERACTIV 4.95%                     | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403657.48    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE 4.25%                          | HERSHEY CO/THE 4.25%                          | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200215.61    | 0.01%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    295837 | PA      | $280401.18    | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNI 3.75%                      | SOUTHERN CALIFORNI 3.75%                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194030.02    | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND E 5.40%                     | BALTIMORE GAS AND E 5.40%                     | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188042.78    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CO 4.50%                     | OGLETHORPE POWER CO 4.50%                     | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245213.84    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 4.30%                     | AMERICAN WATER CAP. 4.30%                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64828.29     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HLDGS. IN 4.15%                     | CHUBB INA HLDGS. IN 4.15%                     | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84145.49     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140NGTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1883450 | PA      | $1863060.90   | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INT 4.625%                     | JAPAN BANK FOR INT 4.625%                     | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $202703.75    | 0.01%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.85%                               | APPLE INC 3.85%                               | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    305000 | PA      | $252147.42    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 2.50%                     | FREDDIE MAC GOLD PO 2.50%                     | CUSIP: 31307AJN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8634 | PA      | $8522.95      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $814930.42    | 0.03%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ASIAN DEV. BANK 4.50%                         | ASIAN DEV. BANK 4.50%                         | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    700000 | PA      | $710699.77    | 0.02%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.75%                          | HALLIBURTON CO 4.75%                          | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13111.32     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CME GRP. INC 5.30%                            | CME GRP. INC 5.30%                            | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44279.61     | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $200028.06    | 0.01%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| INTUIT INC 5.20%                              | INTUIT INC 5.20%                              | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305202.78    | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 2.92%                          | HALLIBURTON CO 2.92%                          | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282775.37    | 0.01%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1743468 | PA      | $1420666.21   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XMKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    719496 | PA      | $717182.00    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 4.34%                     | FORD CREDIT AUTO OW 4.34%                     | CUSIP: 34532WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24878.97     | 0.00%             | 2032-04-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 4.50%                     | PACIFIC GAS AND ELE 4.50%                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $426670.30    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.50%                      | REPUBLIC OF POLAND 5.50%                      | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $184754.35    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31409FGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10742 | PA      | $11237.63     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31414LVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13753 | PA      | $14511.19     | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP F2F                             | M&T BANK CORP F2F                             | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104828.33    | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5084570.30   | 0.17%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201222 | PA      | $190673.63    | 0.01%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31405JDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9129 | PA      | $9313.19      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.50%                      | UNITED STATES TSY. 4.50%                      | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5118750.00   | 0.17%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128L7SX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15109 | PA      | $15882.31     | 0.00%             | 2038-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128M4Y72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11787 | PA      | $12178.33     | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138AH2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4980 | PA      | $5154.24      | 0.00%             | 2041-11-01      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418AHT8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     34161 | PA      | $32985.24     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31402TWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56762 | PA      | $56569.41     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J M SMUCKER CO/THE 4.375%                     | J M SMUCKER CO/THE 4.375%                     | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203801.61    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3131Y25E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137457 | PA      | $131617.27    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140JNX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412323 | PA      | $393471.95    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28 1.844%                        | BANK 2020-BNK28 1.844%                        | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $444156.90    | 0.01%             | 2063-03-15      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARI 1.125%                     | PROVINCE OF ONTARI 1.125%                     | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    426000 | PA      | $374741.97    | 0.01%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140HGL21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389469 | PA      | $331050.04    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140LTA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7673778 | PA      | $6640982.39   | 0.22%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 2.20%                           | AMPHENOL CORP 2.20%                           | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177496.55    | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP 3.10%                      | REALTY INCOME CORP 3.10%                      | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    123000 | PA      | $117161.58    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO 2.30%                     | PROCTER & GAMBLE CO 2.30%                     | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180957.59    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3386523.42   | 0.11%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.625%                     | UNITED STATES TSY. 2.625%                     | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3366289.08   | 0.11%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1526170 | PA      | $1444075.78   | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HLDGS. INC 2.70%                      | KYNDRYL HLDGS. INC 2.70%                      | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462483.34    | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 3.758%                      | CONOCOPHILLIPS CO 3.758%                      | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80494.23     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.50%                        | FREDDIE MAC POOL 4.50%                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2142892 | PA      | $2076792.70   | 0.07%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $289267.71    | 0.01%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA 6.80%                        | ARCELORMITTAL SA 6.80%                        | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $551859.43    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XKFC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434808 | PA      | $433427.42    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36291XSD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35737 | PA      | $35864.68     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM O 6.15%                     | WESTERN MIDSTREAM O 6.15%                     | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730575.85    | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC 4.60%                      | META PLATFORMS INC 4.60%                      | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303305.37    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.30%                               | APPLE INC 4.30%                               | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300426.46    | 0.01%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PFIZER INV. ENTS. P 5.11%                     | PFIZER INV. ENTS. P 5.11%                     | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    560000 | PA      | $528413.59    | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 5.30%                       | CONOCOPHILLIPS CO 5.30%                       | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277621.29    | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC 5.602%                      | NATIONAL GRID PLC 5.602%                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $153570.34    | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0CU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    818588 | PA      | $833357.27    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 5.90%                     | AMERICAN TOWER CORP 5.90%                     | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314203.11    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515794.59    | 0.02%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIF 7.40%                     | F&G ANNUITIES & LIF 7.40%                     | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101780.70    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25%                               | IQVIA INC 6.25%                               | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259834.00    | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202EPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7430 | PA      | $7554.73      | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31419EJT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36678 | PA      | $36298.69     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33838 | PA      | $29705.60     | 0.00%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132DMJE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200722 | PA      | $179468.46    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DMS22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2751382 | PA      | $2221306.86   | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK 2.50%                      | EXPORT-IMPORT BANK 2.50%                      | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $366193.49    | 0.01%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAIDU INC 2.375%                              | BAIDU INC 2.375%                              | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $271313.95    | 0.01%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1370524 | PA      | $1179875.17   | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296003.15    | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.25%                      | UNITED STATES TSY. 3.25%                      | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4965234.40   | 0.17%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4993164.05   | 0.17%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517684.64    | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 1.75%                             | PROLOGIS LP 1.75%                             | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178528.90    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 3.75%                     | WILLIAMS COS INC/TH 3.75%                     | CUSIP: 96949LAD7<br>LEI: WUURD1P1N0874ONXXO03 | Long             | DBT              | CORP              | US        |    548000 | PA      | $543851.88    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WJUZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509918 | PA      | $488573.52    | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 5.25%                     | LOCKHEED MARTIN COR 5.25%                     | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1249255.66   | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140N6DV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650502 | PA      | $673555.66    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND EL 4.15%                     | OKLAHOMA GAS AND EL 4.15%                     | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158094.06    | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO 3.45%                     | SHERWIN-WILLIAMS CO 3.45%                     | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202819.46    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.90%                              | INTEL CORP 5.90%                              | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185523.36    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.20%                              | INTEL CORP 5.20%                              | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302349.56    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1732968.76   | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.125%                     | UNITED STATES TSY. 3.125%                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $9799316.38   | 0.33%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA 3.25%                                  | SEMPRA 3.25%                                  | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147873.12    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC 3.50%                            | AUTODESK INC 3.50%                            | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133453.65    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.75%                      | EUROPEAN INV. BANK 3.75%                      | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1900000 | PA      | $1854165.46   | 0.06%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.90%                             | ORACLE CORP 4.90%                             | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284306.71    | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.35%                            | COMCAST CORP 5.35%                            | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618911.92    | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PFIZER INV. ENTS. P 4.75%                     | PFIZER INV. ENTS. P 4.75%                     | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $697333.02    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    579000 | PA      | $573880.01    | 0.02%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.718%                     | FREDDIE MAC MULTIF 3.718%                     | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97557.73     | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4937890.60   | 0.17%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4967382.80   | 0.17%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510401 | PA      | $522879.28    | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    510114 | PA      | $514233.34    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519259 | PA      | $524403.94    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.80%                     | AMERICAN EXPRESS CR 4.80%                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101520.22    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6475878.89   | 0.22%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11986875.00  | 0.40%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XLVM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2201483 | PA      | $2281135.04   | 0.08%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XMFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2853077 | PA      | $2332460.72   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4997878.80   | 0.17%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.25%                      | UNITED STATES TSY. 4.25%                      | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10970781.25  | 0.37%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL 6.092%                      | CANADIAN IMPERIAL 6.092%                      | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $320945.00    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31403FJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15620 | PA      | $15699.16     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6944765.66   | 0.23%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4961718.75   | 0.17%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31413BPG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6568 | PA      | $6772.90      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22641 | PA      | $24549.63     | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7009242.17   | 0.23%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF 4.926%                      | PORT AUTHORITY OF 4.926%                      | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $232490.58    | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202ENK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6250 | PA      | $6358.68      | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31412QPG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17991 | PA      | $18167.49     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4875585.95   | 0.16%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4939843.75   | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31417YMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16202 | PA      | $16134.76     | 0.00%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36202FUE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78565 | PA      | $75574.79     | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL FRN                           | FANNIE MAE POOL FRN                           | CUSIP: 3138AP4N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2440 | PA      | $2520.15      | 0.00%             | 2041-11-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31410FYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10041 | PA      | $10578.66     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6750000 | PA      | $6572548.85   | 0.22%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE OF CONNECTICU 5.85%                     | STATE OF CONNECTICU 5.85%                     | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    300000 | PA      | $319464.63    | 0.01%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.298%                     | FREDDIE MAC MULTIF 3.298%                     | CUSIP: 3137FLYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $292929.27    | 0.01%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DQF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    559609 | PA      | $530763.79    | 0.02%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMPIRE STATE DEV. C 5.77%                     | EMPIRE STATE DEV. C 5.77%                     | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     65000 | PA      | $66493.08     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL 6.449%                     | AMERICAN MUNICIPAL 6.449%                     | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    200000 | PA      | $209621.12    | 0.01%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140QD7C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361913 | PA      | $321720.55    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KJA77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242098 | PA      | $207521.28    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF MISSISSIP 5.245%                     | STATE OF MISSISSIP 5.245%                     | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102381.05    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DALLAS INDEPENDENT 6.45%                      | DALLAS INDEPENDENT 6.45%                      | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203890.32    | 0.01%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140J92W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84723 | PA      | $83187.77     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CO 2.90%                     | UNILEVER CAPITAL CO 2.90%                     | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    326000 | PA      | $322289.88    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1147031.25   | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 2.50%                     | FANNIE MAE OR FREDD 2.50%                     | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $840625.00    | 0.03%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133ABVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    885283 | PA      | $720359.12    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF A 3.05%                     | PACKAGING CORP OF A 3.05%                     | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $125374.35    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.625%                     | UNITED STATES TSY. 3.625%                     | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1698906.24   | 0.06%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1113691.41   | 0.04%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVI 3.15%                     | PNC FINANCIAL SERVI 3.15%                     | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    455000 | PA      | $449538.03    | 0.02%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CO 4.183%                     | BANK OF AMERICA CO 4.183%                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    146000 | PA      | $145501.34    | 0.00%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2116054.68   | 0.07%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.125%                     | UNITED STATES TSY. 4.125%                     | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5017578.10   | 0.17%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4993164.05   | 0.17%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN GOV. 6.731%                      | METROPOLITAN GOV. 6.731%                      | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $106958.42    | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418EAB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1045233 | PA      | $908444.80    | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPS. LP 5.625%                         | VICI PROPS. LP 5.625%                         | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178680.82    | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| CITY OF SAN FRANCIS 6.95%                     | CITY OF SAN FRANCIS 6.95%                     | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |     75000 | PA      | $82692.75     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.75%                      | UNITED STATES TSY. 2.75%                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1521171.88   | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3133KN3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724394 | PA      | $668038.86    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC 6.80%                         | HSBC HLDGS. PLC 6.80%                         | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $161463.30    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.375%                     | UNITED STATES TSY. 3.375%                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1307687.50   | 0.04%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.50%                      | UNITED STATES TSY. 2.50%                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2103867.18   | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195558 | PA      | $198652.05    | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.50%                             | ORACLE CORP 4.50%                             | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597224.45    | 0.02%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & 4.693%                     | BECTON DICKINSON & 4.693%                     | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803825.38    | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MERCK INC 4.50%                               | MERCK INC 4.50%                               | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997085.98    | 0.03%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS IN 5.15%                     | ESTEE LAUDER COS IN 5.15%                     | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86929.22     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 5.45%                            | AES CORP/THE 5.45%                            | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353202.76    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2511351.55   | 0.08%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AU 6.899%                     | CHICAGO TRANSIT AU 6.899%                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    262338 | PA      | $292945.67    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIK 7.414%                     | NEW JERSEY TURNPIK 7.414%                     | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    125000 | PA      | $147753.13    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| EAST BAY MUNICIPAL 5.874%                     | EAST BAY MUNICIPAL 5.874%                     | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $314188.32    | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DALLAS AREA RAPID 5.022%                      | DALLAS AREA RAPID 5.022%                      | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    180000 | PA      | $166193.03    | 0.01%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1920019.53   | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $421544.85    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    854042 | PA      | $829813.36    | 0.03%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1531406.24   | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%                      | UNITED STATES TSY. 3.50%                      | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5883750.00   | 0.20%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.875%                     | UNITED STATES TSY. 3.875%                     | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5007421.90   | 0.17%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GRP. PLC F2V                          | NATWEST GRP. PLC F2V                          | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310120.18    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31413JYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15985 | PA      | $16723.31     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31413UJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9819 | PA      | $10362.29     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31413Y2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3731 | PA      | $3817.89      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 31296SQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17126 | PA      | $17335.22     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31410KW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33016 | PA      | $33305.35     | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36241LEC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9627 | PA      | $10141.55     | 0.00%             | 2039-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202FDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65825 | PA      | $67929.77     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46411 | PA      | $47294.22     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 5.40%                      | HOME DEPOT INC/THE 5.40%                      | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    680000 | PA      | $682010.03    | 0.02%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 5.29694%                     | BBCMS MTGE. TST. 5.29694%                     | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253550.80    | 0.01%             | 2058-12-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENER 5.875%                     | CONSTELLATION ENER 5.875%                     | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192010.86    | 0.01%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158542 | PA      | $150453.76    | 0.01%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER 5.625%                     | KINDER MORGAN ENER 5.625%                     | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    310000 | PA      | $300245.49    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 3.86%                     | TOYOTA AUTO RECEIVA 3.86%                     | CUSIP: 89240KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99338.06     | 0.00%             | 2030-09-16      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    610000 | PA      | $596380.02    | 0.02%             | 2037-01-21      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPIT 4.368%                     | NYU LANGONE HOSPIT 4.368%                     | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169318.14    | 0.01%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 3.85%                     | CANADIAN NATURAL RE 3.85%                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $392759.59    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 5.875%                          | CITIGROUP INC 5.875%                          | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30366.98     | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202F4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134927 | PA      | $127888.30    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140JANW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205446 | PA      | $206124.87    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DCX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105742 | PA      | $94328.88     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 3.95%                      | PUBLIC SERV. ELEC. 3.95%                      | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41261.61     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138EJRZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.34        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INC 7.10%                                | DELL INC 7.10%                                | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050270.34   | 0.04%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICA STP                     | BRITISH TELECOMMUNICA STP                     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119440.15    | 0.00%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FNDG. INC 4.70%                     | BLACKROCK FNDG. INC 4.70%                     | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507772.04    | 0.02%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOV. INTL. 5.375%                      | ISRAEL GOV. INTL. 5.375%                      | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $1014565.92   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.50%                      | BERKSHIRE HATHAWAY 4.50%                      | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    255000 | PA      | $231561.33    | 0.01%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.00%                       | GINNIE MAE I POOL 3.00%                       | CUSIP: 36180NAR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103719 | PA      | $94714.86     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINAN 8.50%                     | MERCEDES-BENZ FINAN 8.50%                     | CUSIP: 233835AQ0<br>LEI: 8YAK2VWYCZ8B120UOU20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $202651.77    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 7.20%                     | CANADIAN NATURAL RE 7.20%                     | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16656.07     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC 3.20%                               | APPLE INC 3.20%                               | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    201000 | PA      | $199521.80    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 4.25%                     | INTERNATIONAL BUSIN 4.25%                     | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231189.98    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE 4.50%                       | ALLSTATE CORP/THE 4.50%                       | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38241.50     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4.30%                              | PFIZER INC 4.30%                              | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85344.29     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 6.00%                     | FANNIE MAE OR FREDD 6.00%                     | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10193280.00  | 0.34%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 5.50%                     | FANNIE MAE OR FREDD 5.50%                     | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10046059.10  | 0.34%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASTE MGT. INC 4.15%                          | WASTE MGT. INC 4.15%                          | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162256.18    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP 5.00%                             | MARKEL CORP 5.00%                             | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170837.59    | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138X5SH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291829 | PA      | $274521.56    | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36181LUW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    347933 | PA      | $331426.25    | 0.01%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE 4.20%                       | ALLSTATE CORP/THE 4.20%                       | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79302.38     | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96185 | PA      | $90438.27     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128MDUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24778 | PA      | $24438.58     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WDAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216050 | PA      | $212464.62    | 0.01%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 7.00%                     | FANNIE MAE OR FREDD 7.00%                     | CUSIP: 01F070641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2630043.90   | 0.09%             | 2049-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 5.00%                     | FANNIE MAE OR FREDD 5.00%                     | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1969987.66   | 0.07%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128P8A35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57463 | PA      | $54641.27     | 0.00%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138WFJL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214039 | PA      | $206008.41    | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140FNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159085 | PA      | $153126.76    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140JVDS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72767 | PA      | $67398.47     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3132DMZ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2112860 | PA      | $1808367.70   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNO 4.50%                     | FORTUNE BRANDS INNO 4.50%                     | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38883.00     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 5.00%                     | FANNIE MAE OR FREDD 5.00%                     | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2958379.92   | 0.10%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALT RIVER PROJECT 4.839%                     | SALT RIVER PROJECT 4.839%                     | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    110000 | PA      | $105763.44    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.75%                          | LOWE S COS INC 3.75%                          | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473123.65    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 3132D6CN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176779 | PA      | $170278.37    | 0.01%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK ME 3.25%                     | BANK OF NEW YORK ME 3.25%                     | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495743.49    | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 3.125%                        | ASTRAZENECA PLC 3.125%                        | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $30699.36     | 0.00%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 5.90%                         | NEVADA POWER CO 5.90%                         | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396125.30    | 0.01%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY 6.25%                      | DIAMONDBACK ENERGY 6.25%                      | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202276.14    | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP F2V                               | EXELON CORP F2V                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509781.27    | 0.02%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    870000 | PA      | $875499.50    | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618290.32    | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204675.56    | 0.01%             | 2036-04-24      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE 3.90%                     | O REILLY AUTOMOTIVE 3.90%                     | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491850.27    | 0.02%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS 4.90%                      | ANHEUSER-BUSCH COS 4.90%                      | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2117754.20   | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 5.25%                             | PROLOGIS LP 5.25%                             | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203294.51    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4977148.45   | 0.17%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.75%                            | BROADCOM INC 3.75%                            | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    700000 | PA      | $521012.71    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.625%                       | T-MOBILE USA INC 4.625%                       | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981754.36    | 0.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494138.56    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132DPPV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    949195 | PA      | $956994.66    | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL. INC F2V                      | PRUDENTIAL FINL. INC F2V                      | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409739.20    | 0.01%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GRP. LLC 6.00%                         | LAZARD GRP. LLC 6.00%                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129845.81    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 3.875%                      | SHELL FIN. US INC 3.875%                      | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8920.88      | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 4.70%                     | AMERICAN TOWER CORP 4.70%                     | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982613.59    | 0.03%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FTG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677323 | PA      | $672727.14    | 0.02%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285886.73    | 0.01%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1482178 | PA      | $1401070.16   | 0.05%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 7.10%                             | OVINTIV INC 7.10%                             | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54051.97     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                     | UNITED STATES TSY. 1.375%                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2576562.48   | 0.09%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.125%                     | UNITED STATES TSY. 1.125%                     | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8766406.20   | 0.29%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INV. ENTS. P 4.45%                     | PFIZER INV. ENTS. P 4.45%                     | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    520000 | PA      | $523086.24    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.40%                                | AT&T INC 5.40%                                | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1738238.58   | 0.06%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4755078.10   | 0.16%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375%                     | UNITED STATES TSY. 4.375%                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3303535.17   | 0.11%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINL. COR F2F                     | CAPITAL ONE FINL. COR F2F                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517007.09    | 0.02%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAP. COR 4.95%                     | JOHN DEERE CAP. COR 4.95%                     | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019378.53   | 0.03%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATO 7.25%                     | HORACE MANN EDUCATO 7.25%                     | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158414.34    | 0.01%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5.10%                              | KENVUE INC 5.10%                              | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188886.36    | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310056.14    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306998.28    | 0.01%             | 2036-04-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CARRIER GBL. CORP 6.20%                       | CARRIER GBL. CORP 6.20%                       | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78369.79     | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.80%                              | ABBVIE INC 4.80%                              | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508033.43    | 0.02%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504335.40    | 0.02%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 4.78%                      | VERIZON COMMS. INC 4.78%                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1417958.75   | 0.05%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296DD54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31491 | PA      | $32742.79     | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138EJEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391277 | PA      | $369855.20    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. CO 5.25%                            | DTE ELEC. CO 5.25%                            | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202848.76    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO REC 4.07%                     | WORLD OMNI AUTO REC 4.07%                     | CUSIP: 98165HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99471.12     | 0.00%             | 2032-02-17      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128MD4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22649 | PA      | $22325.71     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138EMW56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57486 | PA      | $55600.12     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4895898.45   | 0.16%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALT 4.352%                     | COMMONSPIRIT HEALT 4.352%                     | CUSIP: 20268JAY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246199.29    | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170950 | PA      | $154439.86    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59288 | PA      | $55937.69     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 6.375%                      | SHELL FIN. US INC 6.375%                      | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $219955.86    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 4.70%                     | FLORIDA POWER & LIG 4.70%                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    730000 | PA      | $711533.37    | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG 2.6866%                     | BENCHMARK 2020-IG 2.6866%                     | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $87237.88     | 0.00%             | 2043-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179VAK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26606 | PA      | $25596.63     | 0.00%             | 2034-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. INT 5.75%                     | PHILIPPINE GOV. INT 5.75%                     | CUSIP: 718286DL8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    220000 | PA      | $216788.75    | 0.01%             | 2051-01-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8920 | PA      | $9205.27      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140KFCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271457 | PA      | $230867.53    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325181 | PA      | $268163.40    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31403DSP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37634 | PA      | $39363.08     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY 6.274%                     | PUGET SOUND ENERGY 6.274%                     | CUSIP: 745332BX3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80295.80     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418ECP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3238889 | PA      | $2620643.62   | 0.09%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    742002 | PA      | $722564.87    | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUND 5.256%                     | PG&E RECOVERY FUND 5.256%                     | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25710.02     | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418EMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4602119 | PA      | $4563491.02   | 0.15%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP 6.65%                       | ONEOK PARTNERS LP 6.65%                       | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86163.11     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15632 | PA      | $16132.12     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.55%                             | ORACLE CORP 5.55%                             | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398930.47    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OESTERREICHISCHE KO 4.25%                     | OESTERREICHISCHE KO 4.25%                     | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |    500000 | PA      | $503615.75    | 0.02%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC 4.50%                             | WALMART INC 4.50%                             | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259614.14    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140QRVZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77403 | PA      | $76870.89     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416X7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134089 | PA      | $132702.12    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138ECTY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18672 | PA      | $18509.92     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN INTERNATIONAL 4.00%                     | JAPAN INTERNATIONAL 4.00%                     | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    400000 | PA      | $399225.22    | 0.01%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.15%                               | APPLE INC 4.15%                               | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400981.80    | 0.01%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31412LJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22615 | PA      | $22531.86     | 0.00%             | 2036-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132576 | PA      | $125659.74    | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS I 5.05%                     | TEXAS INSTRUMENTS I 5.05%                     | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263580.10    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP F2F                         | STATE STREET CORP F2F                         | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405001.64    | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 4.625%                     | ELEVANCE HEALTH IN 4.625%                     | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284576.51    | 0.01%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN. USA 4.125%                     | RIO TINTO FIN. USA 4.125%                     | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $252886.88    | 0.01%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 4.95%                      | ENERGY TRANSFER LP 4.95%                      | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433579.38    | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25%                            | COMCAST CORP 4.25%                            | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386547.06    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31417GEJ1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     33228 | PA      | $29437.42     | 0.00%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. 4.80%                      | GOLDMAN SACHS GRP. 4.80%                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308579.08    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    798476 | PA      | $794790.14    | 0.03%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    698029 | PA      | $708069.25    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.875%                     | UNITED STATES TSY. 0.875%                     | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $10458750.00  | 0.35%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                     | UNITED STATES TSY. 0.625%                     | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4742968.75   | 0.16%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430385.13    | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843884 | PA      | $819419.09    | 0.03%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3463867.20   | 0.12%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                     | UNITED STATES TSY. 1.625%                     | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8918359.40   | 0.30%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                     | UNITED STATES TSY. 2.375%                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8650000 | PA      | $5411318.38   | 0.18%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.25%                      | UNITED STATES TSY. 3.25%                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2883945.33   | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.125%                            | EXELON CORP 5.125%                            | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508898.23    | 0.02%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERV. ELEC. 5.50%                      | PUBLIC SERV. ELEC. 5.50%                      | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144794.28    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET M 5.795%                     | BROOKFIELD ASSET M 5.795%                     | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203783.75    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004885.66   | 0.03%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017085.92   | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GM FINL. CONSUMER A 4.28%                     | GM FINL. CONSUMER A 4.28%                     | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100185.49    | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%                      | UNITED STATES TSY. 3.75%                      | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5995312.50   | 0.20%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45%                            | BROADCOM INC 2.45%                            | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $929986.22    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FIN. IN 5.60%                     | CRH AMERICA FIN. IN 5.60%                     | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239985.50    | 0.01%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE T 3.97%                     | BMW VEHICLE LEASE T 3.97%                     | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49932.50     | 0.00%             | 2028-09-25      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 3.125%                      | SHELL FIN. US INC 3.125%                      | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66310.29     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418FSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289654 | PA      | $282994.18    | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCHOOL 5.00%                     | STATE PUBLIC SCHOOL 5.00%                     | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    193000 | PA      | $195327.37    | 0.01%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                     | UNITED STATES TSY. 1.625%                     | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $3130546.86   | 0.10%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 5.875%                            | PHILLIPS 66 5.875%                            | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140240.71    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.125%                     | PHILIP MORRIS INTL 4.125%                     | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    591000 | PA      | $488392.52    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.10%                            | STRYKER CORP 4.10%                            | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41496.42     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    372387 | PA      | $348985.33    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266971 | PA      | $254311.53    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 3.424%                     | FREDDIE MAC MULTIF 3.424%                     | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97647.29     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4745117.20   | 0.16%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.75%                      | UNITED STATES TSY. 1.75%                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4011328.14   | 0.13%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOV. INTL. 5.625%                      | ISRAEL GOV. INTL. 5.625%                      | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    500000 | PA      | $508427.42    | 0.02%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509078.52    | 0.02%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 3.00%                       | SHELL FIN. US INC 3.00%                       | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $95407.08     | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633352 | PA      | $639540.13    | 0.02%             | 2045-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2V                            | MORGAN STANLEY F2V                            | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279943.53    | 0.01%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2568671.88   | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%                      | UNITED STATES TSY. 3.00%                      | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2921406.24   | 0.10%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.625%                     | UNITED STATES TSY. 2.625%                     | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4837500.00   | 0.16%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3199218.75   | 0.11%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.25%                      | UNITED STATES TSY. 1.25%                      | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5208671.88   | 0.17%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1072385.91   | 0.04%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT A 4.00%                     | CONNECTICUT LIGHT A 4.00%                     | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194044.79    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 4.091%                          | SUTTER HEALTH 4.091%                          | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397518.26    | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 COMME VAR                     | CSAIL 2018-CX11 COMME VAR                     | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173529.55    | 0.01%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.875%                     | UNITED STATES TSY. 2.875%                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4676171.90   | 0.16%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.00%                      | UNITED STATES TSY. 4.00%                      | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10037890.60  | 0.34%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTR 4.10%                     | SOUTHWESTERN ELECTR 4.10%                     | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248273.15    | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAK STP                     | WESTINGHOUSE AIR BRAK STP                     | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250733.18    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.625%                     | UNITED STATES TSY. 4.625%                     | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5141992.20   | 0.17%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.875%                     | UNITED STATES TSY. 4.875%                     | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1340000 | PA      | $1392186.72   | 0.05%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECU 5.21%                     | CONSUMERS 2023 SECU 5.21%                     | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50853.48     | 0.00%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $827083.38    | 0.03%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 5.00%                             | PEPSICO INC 5.00%                             | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303720.86    | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS 5.98%                     | EMBRAER NETHERLANDS 5.98%                     | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $103225.00    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 4.625%                     | KREDITANSTALT FUER 4.625%                     | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $1026859.40   | 0.03%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT 5.875%                      | FORD MOTOR CREDIT 5.875%                      | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404996.18    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.90%                     | GENERAL MOTORS FINL 5.90%                     | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508942.89    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL 5.35%                     | GENERAL MOTORS FINL 5.35%                     | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305466.92    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 6.096%                     | WELLS FARGO COMMER 6.096%                     | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $261574.35    | 0.01%             | 2058-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.71%                     | VERIZON MASTER TRUS 4.71%                     | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100984.19    | 0.00%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP 5.75%                       | HYATT HOTELS CORP 5.75%                       | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308222.71    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 5.60%                         | XCEL ENERGY INC 5.60%                         | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203250.60    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD 5.25%                            | XL GROUP LTD 5.25%                            | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $46176.26     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOA 4.50%                     | VOLKSWAGEN AUTO LOA 4.50%                     | CUSIP: 92868MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50274.84     | 0.00%             | 2029-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.875%                       | T-MOBILE USA INC 5.875%                       | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292546.56    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 5.60%                      | UNION PACIFIC CORP 5.60%                      | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98005.50     | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.90%                          | ELI LILLY & CO 4.90%                          | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022225.13   | 0.03%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FNDG 4.49%                     | SYNCHRONY CARD FNDG 4.49%                     | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100606.43    | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 5.80%                     | BURLINGTON NORTHERN 5.80%                     | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201772.13    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIE 5.546%                     | THERMO FISHER SCIE 5.546%                     | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187636.81    | 0.01%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 3.78%                     | HONDA AUTO RECEIVAB 3.78%                     | CUSIP: 43815CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99171.06     | 0.00%             | 2030-09-23      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CA 6.375%                     | GLAXOSMITHKLINE CA 6.375%                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    274000 | PA      | $303241.78    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212434 | PA      | $192138.69    | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $537527.73    | 0.02%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 5.75%                     | CHARTER COMMS. OPER 5.75%                     | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    520000 | PA      | $433679.86    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSU 4.78%                     | SYNCHRONY CARD ISSU 4.78%                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75737.69     | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2364514 | PA      | $2397106.17   | 0.08%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FIN. US LLC 5.40%                      | AMRIZE FIN. US LLC 5.40%                      | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203377.81    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 3618N56F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    996914 | PA      | $934526.77    | 0.03%             | 2056-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2V                     | PNC FINL. SERVS. GRP. F2V                     | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587789.13    | 0.02%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                     | UNITED STATES TSY. 1.875%                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $4053496.11   | 0.14%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDD 1.50%                     | FANNIE MAE OR FREDD 1.50%                     | CUSIP: 01F012445<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1348204.95   | 0.05%             | 2049-12-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.25%                      | UNITED STATES TSY. 2.25%                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $2732373.04   | 0.09%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 5.00%                     | INTERNATIONAL BUSIN 5.00%                     | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504983.10    | 0.02%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712089.50    | 0.02%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.60%                          | ELI LILLY & CO 5.60%                          | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489335.72    | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC 6.20%                       | FLOWERS FOODS INC 6.20%                       | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162232.06    | 0.01%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BERRY GBL. INC 5.80%                          | BERRY GBL. INC 5.80%                          | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310534.56    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.20%                           | DTE ENERGY CO 5.20%                           | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254966.25    | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC. AND 5.65%                      | VIRGINIA ELEC. AND 5.65%                      | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191456.69    | 0.01%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $201164.26    | 0.01%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3749023 | PA      | $3699466.86   | 0.12%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC 5.85%                       | KINDER MORGAN INC 5.85%                       | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1257547.70   | 0.04%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5.00%                       | GENERAL MOTORS CO 5.00%                       | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228848.03    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP 4.625%                         | AIR LEASE CORP 4.625%                         | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    651000 | PA      | $648032.06    | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.95%                            | COMCAST CORP 4.95%                            | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201846.59    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 5.55%                     | BURLINGTON NORTHERN 5.55%                     | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $387817.61    | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 5.27%                        | BANK5 2025-5YR19 5.27%                        | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510664.05    | 0.02%             | 2030-12-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1578110.19   | 0.05%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVO 5.00%                     | INTERNATIONAL FLAVO 5.00%                     | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     41000 | PA      | $35473.38     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.70%                         | CVS HEALTH CORP 5.70%                         | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256923.43    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128M76E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33948 | PA      | $34351.42     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.50%                     | FREDDIE MAC GOLD PO 3.50%                     | CUSIP: 3132J2WA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17177 | PA      | $16830.45     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS IN 4.15%                     | ESTEE LAUDER COS IN 4.15%                     | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53993.96     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.05%                         | CVS HEALTH CORP 6.05%                         | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194024.12    | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC 5.314%                     | INGERSOLL RAND INC 5.314%                     | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513094.98    | 0.02%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 3.45%                         | CMS ENERGY CORP 3.45%                         | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493533.62    | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.50%                                 | HCA INC 5.50%                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $302395.88    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.75%                            | AUTOZONE INC 3.75%                            | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118377.74    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB 4.375%                      | AMERICA MOVIL SAB 4.375%                      | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $409548.20    | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP 3.60%                             | ORACLE CORP 3.60%                             | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $603728.29    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 3.15%                              | BIOGEN INC 3.15%                              | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    400000 | PA      | $252079.67    | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140QHMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381594 | PA      | $334426.19    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC 3.30%                      | SPIRE MISSOURI INC 3.30%                      | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66864.79     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 4.875%                        | CMS ENERGY CORP 4.875%                        | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439005.23    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 4.02%                     | CAPITAL ONE MULTI-A 4.02%                     | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74189.45     | 0.00%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 3.89%                     | HYUNDAI AUTO RECEIV 3.89%                     | CUSIP: 44935JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49573.50     | 0.00%             | 2032-01-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.30%                      | ENERGY TRANSFER LP 5.30%                      | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13440.31     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INST 4.678%                     | MASSACHUSETTS INST 4.678%                     | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12304.98     | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179QDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63509 | PA      | $61025.22     | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING COR 5.05%                     | WESTPAC BANKING COR 5.05%                     | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $511311.89    | 0.02%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC F2V                       | DOMINION ENERGY INC F2V                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528845.00    | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CRH SMW FIN. DAC 5.20%                        | CRH SMW FIN. DAC 5.20%                        | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $204369.55    | 0.01%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. H F2V                     | NEXTERA ENERGY CAP. H F2V                     | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517267.00    | 0.02%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVA 4.83%                     | TOYOTA AUTO RECEIVA 4.83%                     | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101057.37    | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GRP. P F2V                     | LLOYDS BANKING GRP. P F2V                     | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504559.44    | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC F2V                       | DOMINION ENERGY INC F2V                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253827.00    | 0.01%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.85%                             | CENCORA INC 4.85%                             | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152045.70    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 5.15%                      | BERKSHIRE HATHAWAY 5.15%                      | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279487.34    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOV. INTL. 5.10%                      | URUGUAY GOV. INTL. 5.10%                      | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    750000 | PA      | $687112.50    | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1316507 | PA      | $1273504.76   | 0.04%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.259%                          | BOEING CO/THE 6.259%                          | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508632.46    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.30%                         | CVS HEALTH CORP 5.30%                         | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136437.62    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. B 5.55%                     | MEXICO GOV. INTL. B 5.55%                     | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $446900.00    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133GDC73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1253067 | PA      | $1130682.17   | 0.04%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XA2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003619 | PA      | $828776.93    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPS. LP 2.75%                        | TANGER PROPS. LP 2.75%                        | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89304.44     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KN3G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2371279 | PA      | $1928784.07   | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.00%                       | GINNIE MAE I POOL 4.00%                       | CUSIP: 36241LQ58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    216262 | PA      | $206888.26    | 0.01%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 7.00%                         | FANNIE MAE POOL 7.00%                         | CUSIP: 3140XNKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983803 | PA      | $1033722.39   | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 5.06%                      | INTERNATIONAL BANK 5.06%                      | CUSIP: 45906M4V0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $984857.16    | 0.03%             | 2039-02-28      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138E9K33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135703 | PA      | $128358.05    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3140E7GV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55993 | PA      | $54710.74     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1024662.94   | 0.03%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER IN 5.05%                     | KEURIG DR PEPPER IN 5.05%                     | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505440.50    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WH6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463370 | PA      | $418521.13    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140Q9TY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64205 | PA      | $59590.94     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECH. INC 5.80%                        | MICRON TECH. INC 5.80%                        | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106473.74    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510464.33    | 0.02%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 3140XBHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162052 | PA      | $146351.22    | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 1.50%                         | FANNIE MAE POOL 1.50%                         | CUSIP: 31418DW40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    440984 | PA      | $375374.71    | 0.01%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XBPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684744 | PA      | $564618.27    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1048702.41   | 0.04%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202ET33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21783 | PA      | $22889.49     | 0.00%             | 2038-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140HJK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126207 | PA      | $120910.76    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3132CWPT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456544 | PA      | $421179.83    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.00%                     | FREDDIE MAC GOLD PO 5.00%                     | CUSIP: 3128KLNV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13705 | PA      | $13635.11     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3132DPQK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    556017 | PA      | $552005.86    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418C7C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20835 | PA      | $20354.92     | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3133BU4E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    739052 | PA      | $744793.49    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPS. LP 6.50%                        | BOSTON PROPS. LP 6.50%                        | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523442.07    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV F2F                              | ING GROEP NV F2F                              | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202328.16    | 0.01%             | 2036-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CO 5.25%                     | NORTHROP GRUMMAN CO 5.25%                     | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407605.17    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.50%                     | FREDDIE MAC GOLD PO 6.50%                     | CUSIP: 3128M6QB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19106 | PA      | $20230.41     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KET 4.125%                     | MEMORIAL SLOAN-KET 4.125%                     | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80231.03     | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QFS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980103 | PA      | $835813.34    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 5.25%                             | TARGET CORP 5.25%                             | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252934.11    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ONEOK INC 5.40%                               | ONEOK INC 5.40%                               | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248348.45    | 0.01%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP 4.375%                           | STRYKER CORP 4.375%                           | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169245.65    | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC 4.30%                         | CATERPILLAR INC 4.30%                         | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    235000 | PA      | $202547.97    | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 4.375%                      | JOHNSON & JOHNSON 4.375%                      | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    332000 | PA      | $332581.53    | 0.01%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GATX CORP 5.20%                               | GATX CORP 5.20%                               | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32103.37     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBA 5.75%                     | COOPERATIEVE RABOBA 5.75%                     | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $243010.60    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC 5.25%                         | HSBC HLDGS. PLC 5.25%                         | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187069.27    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489994.66    | 0.02%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.70%                             | ORACLE CORP 6.70%                             | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $649672.47    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON 4.45%                     | CONSOLIDATED EDISON 4.45%                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85322.48     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO 4.80%                     | EASTMAN CHEMICAL CO 4.80%                     | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175035.89    | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.80%                     | GILEAD SCIENCES INC 4.80%                     | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166951.19    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEA 4.01%                     | VOLKSWAGEN AUTO LEA 4.01%                     | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49929.43     | 0.00%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.40%                               | MYLAN INC 5.40%                               | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338353.07    | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HLDGS. INC F2V                         | NOMURA HLDGS. INC F2V                         | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $485026.71    | 0.02%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.65%                            | ALPHABET INC 5.65%                            | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398713.39    | 0.01%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 5.104%                       | BANK5 2026-5YR20 5.104%                       | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507234.15    | 0.02%             | 2057-02-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INST 3.885%                     | MASSACHUSETTS INST 3.885%                     | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    300000 | PA      | $203958.43    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180942 | PA      | $162264.56    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES 5.75%                      | TRANE TECHNOLOGIES 5.75%                      | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151977.49    | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL STP                     | JOHNSON CONTROLS INTL STP                     | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    110000 | PA      | $92247.27     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $612122.05    | 0.02%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST 4.85%                     | ALEXANDRIA REAL EST 4.85%                     | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166945.19    | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    331051 | PA      | $314341.98    | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOV. INTL. 5.662%                      | PANAMA GOV. INTL. 5.662%                      | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1070000 | PA      | $1026504.50   | 0.03%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FNDG 4.18%                     | SYNCHRONY CARD FNDG 4.18%                     | CUSIP: 87166PAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99797.40     | 0.00%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CISCO SYS. INC 5.90%                          | CISCO SYS. INC 5.90%                          | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211172.28    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.96%                     | FLORIDA POWER & LIG 5.96%                     | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $266811.58    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 4.00%                            | AUTOZONE INC 4.00%                            | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125894.27    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT 2.00%                            | LINDE INC/CT 2.00%                            | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $104923.92    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207724 | PA      | $188088.30    | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140X6PK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673690 | PA      | $621894.09    | 0.02%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK FOR INT 1.875%                     | JAPAN BANK FOR INT 1.875%                     | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    500200 | PA      | $446793.18    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 2.625%                              | IDEX CORP 2.625%                              | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90230.15     | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.00%                       | GINNIE MAE I POOL 6.00%                       | CUSIP: 36241KX37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12700 | PA      | $13386.30     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNI 5.724%                     | NEW YORK CITY MUNI 5.724%                     | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    250000 | PA      | $250208.08    | 0.01%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KPQ71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    791491 | PA      | $638392.81    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL F2F                          | BANK OF MONTREAL F2F                          | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300555.27    | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| UBER TECHS. INC 5.35%                         | UBER TECHS. INC 5.35%                         | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230204.05    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SEMPRA F2V                                    | SEMPRA F2V                                    | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498437.15    | 0.02%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES 1.9                     | RAYTHEON TECHNOLOGIES 1.9                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61788.56     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC F2F                         | HSBC HOLDINGS PLC F2F                         | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    149980 | PA      | $141969.96    | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PORT AUTHORITY OF 5.647%                      | PORT AUTHORITY OF 5.647%                      | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $209066.54    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTH 6.907%                     | BAY AREA TOLL AUTH 6.907%                     | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    150000 | PA      | $168529.28    | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND 5.375%                     | REPUBLIC OF POLAND 5.375%                     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    400000 | PA      | $407244.49    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LPL HLDGS. INC 5.20%                          | LPL HLDGS. INC 5.20%                          | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251831.99    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. 6.25%                      | GOLDMAN SACHS GRP. 6.25%                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    192000 | PA      | $202100.76    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%                      | UNITED STATES TSY. 4.75%                      | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1508144.54   | 0.05%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1934485 | PA      | $1968183.55   | 0.07%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 4.00%                     | ELEVANCE HEALTH INC 4.00%                     | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1179665.65   | 0.04%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138A5TQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44652 | PA      | $43126.04     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 5.85%                      | CENTERPOINT ENERGY 5.85%                      | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51025.85     | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3.875%                     | AERCAP IRELAND CAP 3.875%                     | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    123500 | PA      | $122266.94    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGA VAR                     | UBS COMMERCIAL MORTGA VAR                     | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98470.59     | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 4.60%                     | ELEVANCE HEALTH INC 4.60%                     | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246225.22    | 0.01%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 4.90%                      | VIRGINIA ELEC. AND 4.90%                      | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244595.36    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183191 | PA      | $179633.64    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284130 | PA      | $293331.83    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL 4.15%                      | JOHN DEERE CAPITAL 4.15%                      | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118207.30    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA F2V                      | BANCO BILBAO VIZCAYA F2V                      | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409059.24    | 0.01%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE COR 5.131%                     | OTIS WORLDWIDE COR 5.131%                     | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249346.42    | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.50%                         | CIGNA GROUP/THE 4.50%                         | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448481.44    | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PAR 5.95%                     | CHENIERE ENERGY PAR 5.95%                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524155.42    | 0.02%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132991 | PA      | $115150.24    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINL. F2V                      | MITSUBISHI UFJ FINL. F2V                      | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198556.12    | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| RAYMOND JAMES FINL. 4.90%                     | RAYMOND JAMES FINL. 4.90%                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146076.91    | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PILGRIM S PRIDE CO 6.875%                     | PILGRIM S PRIDE CO 6.875%                     | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $377847.05    | 0.01%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.00%                                | RTX CORP 6.00%                                | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127548.11    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 6.00%                            | ENBRIDGE INC 6.00%                            | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $415067.63    | 0.01%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINL. INC F2F                            | ALLY FINL. INC F2F                            | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521513.40    | 0.02%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMS. OPER 6.10%                     | CHARTER COMMS. OPER 6.10%                     | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517925.61    | 0.02%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GRO 5.75%                     | PHILLIPS EDISON GRO 5.75%                     | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102597.50    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.50%                            | BROADCOM INC 3.50%                            | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159561.93    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC 5.20%                     | GLOBAL PAYMENTS INC 5.20%                     | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    600000 | PA      | $582423.90    | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128LXUK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41189 | PA      | $43253.65     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138WQRA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194280 | PA      | $177951.32    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418BSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180248 | PA      | $171191.05    | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9FL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458188 | PA      | $424112.77    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XABG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987283 | PA      | $807944.61    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $344363.05    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321747 | PA      | $264658.69    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 3618N5AY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577119 | PA      | $529564.83    | 0.02%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125%                          | APPLOVIN CORP 5.125%                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502901.15    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $715634.92    | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CO 2.85%                     | GENERAL DYNAMICS CO 2.85%                     | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $119450.06    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC 5.30%                               | ADOBE INC 5.30%                               | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204586.07    | 0.01%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP 5.25%                             | ORACLE CORP 5.25%                             | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883941.89    | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES 4.45%                     | BOARDWALK PIPELINES 4.45%                     | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149836.49    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116791 | PA      | $111699.53    | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSU 4.06%                     | SYNCHRONY CARD ISSU 4.06%                     | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74713.70     | 0.00%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.914%                     | FREDDIE MAC MULTIF 1.914%                     | CUSIP: 3137H13P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $269034.90    | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HLD F2V                     | NORTHWEST NATURAL HLD F2V                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252636.00    | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC 4.95%                     | DELTA AIR LINES INC 4.95%                     | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    520000 | PA      | $521913.77    | 0.02%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 1.521%                     | FREDDIE MAC MULTIF 1.521%                     | CUSIP: 3137F82N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $177523.06    | 0.01%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DY89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254754 | PA      | $230111.46    | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437463 | PA      | $435779.47    | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS IN 5.75%                     | VERISK ANALYTICS IN 5.75%                     | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310474.24    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 2.987%                     | VERIZON COMMS. INC 2.987%                     | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $410778.15    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 31418DZV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10888339 | PA      | $8838368.51   | 0.30%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.35%                               | ONEOK INC 4.35%                               | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11927.33     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%                        | FREDDIE MAC POOL 3.50%                        | CUSIP: 31334WD81<br>LEI: 549300MS654K78GYF580 | Long             | ABS-MBS          | USGSE             | US        |    459166 | PA      | $425765.44    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 1.65%                          | AMAZON.COM INC 1.65%                          | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    533000 | PA      | $507118.55    | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3138A4SQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33486 | PA      | $33842.73     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMER. MTG 3.3861%                     | JPMCC COMMER. MTG 3.3861%                     | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $188799.32    | 0.01%             | 2052-06-13      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC 1.90%                           | BLACKROCK INC 1.90%                           | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    720000 | PA      | $641437.26    | 0.02%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483352.47    | 0.02%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.14%                     | CARVANA AUTO RECEIV 4.14%                     | CUSIP: 14689AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49786.13     | 0.00%             | 2030-12-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489710 | PA      | $419984.40    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069940 | PA      | $875594.58    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC 5.50%                          | GE VERNOVA INC 5.50%                          | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    220000 | PA      | $211639.01    | 0.01%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.80%                            | ALPHABET INC 4.80%                            | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    820000 | PA      | $816487.47    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.50%                              | HUMANA INC 5.50%                              | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260008.89    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS C 5.20%                     | KRAFT HEINZ FOODS C 5.20%                     | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303083.64    | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3140XJDV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376492 | PA      | $359531.11    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 3.50%                       | GINNIE MAE I POOL 3.50%                       | CUSIP: 36213FZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204333 | PA      | $192698.77    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3138EJBT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86491 | PA      | $91590.82     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138EPF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194744 | PA      | $183777.01    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 31334YCU9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    245999 | PA      | $235363.39    | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP. 3.25%                     | AMERICAN WATER CAP. 3.25%                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     58000 | PA      | $38737.57     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140LPEG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1677240 | PA      | $1364256.00   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3611 | PA      | $3781.65      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.30%                     | WILLIAMS COS INC/TH 5.30%                     | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249766.68    | 0.01%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 3.95%                      | HOME DEPOT INC/THE 3.95%                      | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246744.84    | 0.01%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| SYSCO CORP 4.95%                              | SYSCO CORP 4.95%                              | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95331.60     | 0.00%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 31427QPK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2248592 | PA      | $2317789.87   | 0.08%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1092966 | PA      | $900136.82    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.50%                      | GINNIE MAE II POOL 2.50%                      | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1764632 | PA      | $1519187.75   | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 2.875%                         | AMAZON.COM INC 2.875%                         | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $442067.54    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AGJK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407472 | PA      | $335264.11    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 6.00%                         | CIGNA GROUP/THE 6.00%                         | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300439.42    | 0.01%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 3.82%                     | CAPITAL ONE MULTI-A 3.82%                     | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74546.66     | 0.00%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 6.55%                          | SALESFORCE INC 6.55%                          | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    920000 | PA      | $923191.61    | 0.03%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEA 4.17%                     | VOLKSWAGEN AUTO LEA 4.17%                     | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74850.45     | 0.00%             | 2029-03-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APTS. 2.875%                      | MID-AMERICA APTS. 2.875%                      | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $123238.20    | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIEN 2.80%                     | THERMO FISHER SCIEN 2.80%                     | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $364882.89    | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 5.25%                     | DOMINION ENERGY INC 5.25%                     | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252947.91    | 0.01%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5.875%                     | MARSH & MCLENNAN C 5.875%                     | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106189.83    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 31346YGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167057 | PA      | $148509.25    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1037927 | PA      | $852627.33    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC 2.35%                             | EQUIFAX INC 2.35%                             | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    380000 | PA      | $333085.39    | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA I 5.30%                     | AON NORTH AMERICA I 5.30%                     | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $306094.31    | 0.01%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133L8B20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405306 | PA      | $365723.52    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROC 1.70%                     | AUTOMATIC DATA PROC 1.70%                     | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285797.65    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL BUSIN 6.50%                     | INTERNATIONAL BUSIN 6.50%                     | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    226000 | PA      | $234622.70    | 0.01%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN IN 6.125%                     | RIO TINTO ALCAN IN 6.125%                     | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $107298.49    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EBAY INC 2.60%                                | EBAY INC 2.60%                                | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    167000 | PA      | $150706.75    | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202FY59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227891 | PA      | $216003.78    | 0.01%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270742 | PA      | $247848.22    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.903%                     | FREDDIE MAC MULTIF 2.903%                     | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $289103.82    | 0.01%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 4.68%                     | EXETER AUTOMOBILE R 4.68%                     | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49795.11     | 0.00%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING 5.625%                     | PIEDMONT OPERATING 5.625%                     | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291525.58    | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 5.00%                      | VERIZON COMMS. INC 5.00%                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1958575.18   | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.45%                          | AMAZON.COM INC 5.45%                          | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955268.61    | 0.03%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DSFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333431 | PA      | $342875.20    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138X2QS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71238 | PA      | $68537.01     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 6.00%                     | SOUTHERN CALIFORNIA 6.00%                     | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104256.05    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODS. 6.875%                      | ENTERPRISE PRODS. 6.875%                      | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56184.43     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO 4.10%                       | TAMPA ELECTRIC CO 4.10%                       | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41389.28     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 5.375%                             | SYSCO CORP 5.375%                             | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249840.51    | 0.01%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.70%                             | ORACLE CORP 5.70%                             | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769190.64    | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP 6.593%                     | AMERICAN WATER CAP 6.593%                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118250.53    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57409 | PA      | $52088.94     | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354519 | PA      | $321443.03    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF CALIFORNIA 7.60%                     | STATE OF CALIFORNIA 7.60%                     | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $119950.34    | 0.00%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP 3.80%                      | SOUTHWEST GAS CORP 3.80%                      | CUSIP: 844895AX0<br>LEI: 254900LKF9EV0CUKNE09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37577.80     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITI 3.90%                     | AVALONBAY COMMUNITI 3.90%                     | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231831.77    | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 4.75%                     | ABBOTT LABORATORIES 4.75%                     | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    353000 | PA      | $346793.49    | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    728819 | PA      | $593078.01    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $457543.80    | 0.02%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| MARKEL GRP. INC 3.45%                         | MARKEL GRP. INC 3.45%                         | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65568.25     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229227 | PA      | $213396.00    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENT. STP                      | HEWLETT PACKARD ENT. STP                      | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199677.50    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2902108 | PA      | $2615374.03   | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131310 | PA      | $124458.33    | 0.00%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL F 5.25%                     | LYB INTERNATIONAL F 5.25%                     | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    565000 | PA      | $485629.44    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BAN 6.125%                     | FIRST-CITIZENS BAN 6.125%                     | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51260.15     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMER. 4.009%                      | CITIGROUP COMMER. 4.009%                      | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98968.28     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QDZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478178 | PA      | $406402.51    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 31418DYY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950215 | PA      | $806343.84    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL S COMP 4.80%                     | THE CAMPBELL S COMP 4.80%                     | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    240000 | PA      | $189573.06    | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58882 | PA      | $57854.08     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATI 1.68%                     | VERIZON COMMUNICATI 1.68%                     | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    818000 | PA      | $721907.93    | 0.02%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GE CAP. FNDG. LLC 4.55%                       | GE CAP. FNDG. LLC 4.55%                       | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    700300 | PA      | $698347.80    | 0.02%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MO 4.3344%                     | UBS COMMERCIAL MO 4.3344%                     | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198122.68    | 0.01%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| KOREA INTERNATIONAL 3.50%                     | KOREA INTERNATIONAL 3.50%                     | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $493676.77    | 0.02%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140XJZS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518202 | PA      | $520536.67    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 5.15%                     | BURLINGTON NORTHERN 5.15%                     | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $265067.02    | 0.01%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133AMTQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2674622 | PA      | $2155795.41   | 0.07%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QMDH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324982 | PA      | $1141770.11   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROU F2V                     | MIZUHO FINANCIAL GROU F2V                     | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $519005.09    | 0.02%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CHARTER COMMS. OPER 6.55%                     | CHARTER COMMS. OPER 6.55%                     | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519076.94    | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719897.42    | 0.02%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP 4.20%                      | ENERGY TRANSFER LP 4.20%                      | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159654.70    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISION 5.213%                     | TELEFONICA EMISION 5.213%                     | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    570000 | PA      | $494953.00    | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS MTGE. TST. 2 6.014%                     | BBCMS MTGE. TST. 2 6.014%                     | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $518686.60    | 0.02%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| SHELL FIN. US INC 4.125%                      | SHELL FIN. US INC 4.125%                      | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $284441.25    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 3.25%                              | SYSCO CORP 3.25%                              | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    523000 | PA      | $515030.69    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP 4.30%                            | FORTIVE CORP 4.30%                            | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83899.46     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 5.14%                     | SANTANDER DRIVE AUT 5.14%                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25135.77     | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5.15%                      | ARTHUR J GALLAGHER 5.15%                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297569.48    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27701.81     | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136914 | PA      | $134475.43    | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $771551.09    | 0.03%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5.75%                      | ARTHUR J GALLAGHER 5.75%                      | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239503.82    | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA 4.901%                     | NATIONAL AUSTRALIA 4.901%                     | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $509796.57    | 0.02%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHILE GOV. INTL. BO 5.65%                     | CHILE GOV. INTL. BO 5.65%                     | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $310920.00    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.875%                            | EXELON CORP 5.875%                            | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194959.91    | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN. USA 5.875%                     | RIO TINTO FIN. USA 5.875%                     | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $298843.08    | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| S&P GBL. INC 3.70%                            | S&P GBL. INC 3.70%                            | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72678.27     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 5.50%                     | SIMON PROP. GRP. LP 5.50%                     | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310658.15    | 0.01%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.56%                     | AMERICAN EXPRESS CR 4.56%                     | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100800.06    | 0.00%             | 2029-12-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY L 6.34%                     | OAKTREE SPECIALTY L 6.34%                     | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97436.67     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| LOWE S COS INC 3.65%                          | LOWE S COS INC 3.65%                          | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74341.86     | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TST. 3.60%                     | DIGITAL REALTY TST. 3.60%                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291375.24    | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.50%                               | APPLE INC 4.50%                               | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304300.47    | 0.01%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BMW VEHICLE LEASE T 4.43%                     | BMW VEHICLE LEASE T 4.43%                     | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100330.73    | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.875%                        | CIGNA GROUP/THE 4.875%                        | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299564.99    | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 3.88%                     | HYUNDAI AUTO RECEIV 3.88%                     | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99476.73     | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.04%                     | HONDA AUTO RECEIVAB 4.04%                     | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74788.85     | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVA 3.99%                     | NISSAN AUTO RECEIVA 3.99%                     | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49826.22     | 0.00%             | 2030-04-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.95%                     | SANTANDER DRIVE AUT 4.95%                     | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49639.39     | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP/THE 6.50%                       | LUBRIZOL CORP/THE 6.50%                       | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55891.69     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 4.25%                              | PACIFICORP 4.25%                              | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    770000 | PA      | $761274.71    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 4.90%                             | CENCORA INC 4.90%                             | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97974.40     | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31415BH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6448 | PA      | $6619.82      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 7.00%                     | DOMINION ENERGY INC 7.00%                     | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22073.33     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 7.45%                          | HALLIBURTON CO 7.45%                          | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $187141.36    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 7.20%                              | PFIZER INC 7.20%                              | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    311000 | PA      | $363547.52    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17930 | PA      | $17780.47     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36202FGW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51888 | PA      | $51455.68     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER 6.375%                     | KINDER MORGAN ENER 6.375%                     | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36838.86     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122349 | PA      | $115966.93    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER 6.00%                     | INTERNATIONAL PAPER 6.00%                     | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349752.49    | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTS. 18 CORP 4.125%                     | TWDC ENTS. 18 CORP 4.125%                     | CUSIP: 25468PCR5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89710.97     | 0.00%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 1.625%                            | PEPSICO INC 1.625%                            | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     77000 | PA      | $69341.68     | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 1.65%                        | COCA-COLA CO/THE 1.65%                        | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    179000 | PA      | $161811.36    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625%                           | CENTENE CORP 2.625%                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $836142.80    | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 2.00%                               | AMGEN INC 2.00%                               | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865343.49    | 0.03%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRU 2.375%                     | LXP INDUSTRIAL TRU 2.375%                     | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86793.34     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 3140XNTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361704 | PA      | $376212.45    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 5.55%                     | PACIFIC GAS AND ELE 5.55%                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511876.11    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 5.65%                          | PHILLIPS 66 CO 5.65%                          | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $326471.31    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.40%                      | BERKSHIRE HATHAWAY 4.40%                      | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89338.92     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 4.05%                     | DOMINION ENERGY INC 4.05%                     | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79021.77     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GRP. INC 4.50%                         | ALTRIA GRP. INC 4.50%                         | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    410000 | PA      | $340628.75    | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN COR 4.07%                     | LOCKHEED MARTIN COR 4.07%                     | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    168000 | PA      | $142147.78    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC 5.75%                     | RIO TINTO ALCAN INC 5.75%                     | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $104445.94    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 5.625%                            | EXELON CORP 5.625%                            | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76774.37     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.10%                     | HYUNDAI AUTO RECEIV 4.10%                     | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49378.65     | 0.00%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1569361.73   | 0.05%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140W0XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2135981 | PA      | $2193394.66   | 0.07%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC 4.40%                              | AIRBNB INC 4.40%                              | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1128509.86   | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC 5.95%                     | DOMINION ENERGY INC 5.95%                     | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519533.56    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3666 | PA      | $3798.40      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 5.45%                     | AMERICAN TOWER CORP 5.45%                     | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304968.87    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36230MB22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150149 | PA      | $147279.27    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA 6.12%                     | DUKE ENERGY INDIANA 6.12%                     | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530034.99    | 0.02%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 31410KDE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22524 | PA      | $23627.20     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QEKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354818 | PA      | $302581.86    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X9QB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    839641 | PA      | $678538.46    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR 4.375%                      | EUROPEAN BANK FOR 4.375%                      | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1010261.29   | 0.03%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.90%                          | S&P GLOBAL INC 2.90%                          | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273573.33    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP F2F                                | US BANCORP F2F                                | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306554.92    | 0.01%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INS. GRP. 5.90%                     | SELECTIVE INS. GRP. 5.90%                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102800.75    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBI 4.14%                     | WORLD OMNI AUTOMOBI 4.14%                     | CUSIP: 98164XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49818.23     | 0.00%             | 2029-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    377625 | PA      | $355460.10    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 5.20%                        | GEORGIA POWER CO 5.20%                        | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304710.26    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    460000 | PA      | $460510.12    | 0.02%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC 4.15%                     | GILEAD SCIENCES INC 4.15%                     | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48540.41     | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61014 | PA      | $58204.49     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK INC 5.70%                               | MERCK INC 5.70%                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396902.31    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 4.05%                     | HONDA AUTO RECEIVAB 4.05%                     | CUSIP: 43814XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24848.44     | 0.00%             | 2032-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 3.99%                     | HYUNDAI AUTO RECEIV 3.99%                     | CUSIP: 44891XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99753.29     | 0.00%             | 2030-09-16      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.17%                     | SANTANDER DRIVE AUT 4.17%                     | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100017.87    | 0.00%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.52%                     | SANTANDER DRIVE AUT 4.52%                     | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49781.85     | 0.00%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| OMNICOM GRP. INC 4.75%                        | OMNICOM GRP. INC 4.75%                        | CUSIP: 681919BQ8<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500906.12    | 0.02%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138YUHZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249379 | PA      | $240100.33    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 4.25%                               | APPLE INC 4.25%                               | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9212.03      | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA 5.803%                      | NATIONAL GRID USA 5.803%                      | CUSIP: 49337WAJ9<br>LEI: IITLLQEWVF9O8A7S8169 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51797.57     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138Y53X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183933 | PA      | $176980.98    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMER 4.302%                     | WELLS FARGO COMMER 4.302%                     | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99461.30     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31418DN81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210027 | PA      | $201673.19    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN 3.25%                     | BURLINGTON NORTHERN 3.25%                     | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $322244.37    | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.50%                        | FREDDIE MAC POOL 2.50%                        | CUSIP: 3133KYTD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57630 | PA      | $52385.11     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224667 | PA      | $227611.88    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1787513 | PA      | $1813236.13   | 0.06%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140M1CC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    785663 | PA      | $674027.09    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP 4.50%                        | HF SINCLAIR CORP 4.50%                        | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244535.20    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE C 4.60%                     | COLGATE-PALMOLIVE C 4.60%                     | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202031.96    | 0.01%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY 5.45%                       | EVERSOURCE ENERGY 5.45%                       | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396328.69    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 2.25%                              | BIOGEN INC 2.25%                              | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36537.14     | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3132D56J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269856 | PA      | $244345.45    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GBSF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413400 | PA      | $381367.05    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140XAW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852083 | PA      | $703048.92    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.20%                                 | HCA INC 6.20%                                 | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198108.82    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 5.10%                     | MARRIOTT INTL. INC/ 5.10%                     | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304738.44    | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1585033 | PA      | $1416066.67   | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.05%                              | INTEL CORP 3.05%                              | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $212443.21    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 6.125%                        | TARGA RES. CORP 6.125%                        | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195809.19    | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FINC. INC 5.90%                     | TAKEDA US FINC. INC 5.90%                     | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248831.13    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KMVK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3998 | PA      | $4091.98      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 7.50%                        | FREDDIE MAC POOL 7.50%                        | CUSIP: 3132DWKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87618 | PA      | $93038.31     | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT C 5.73%                     | FORD MOTOR CREDIT C 5.73%                     | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199798.18    | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINL. 5.65%                     | RAYMOND JAMES FINL. 5.65%                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283957.63    | 0.01%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140XNY73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519046 | PA      | $532806.03    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EJY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16527 | PA      | $17384.58     | 0.00%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.00%                      | GINNIE MAE II POOL 6.00%                      | CUSIP: 36202EKX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9065 | PA      | $9503.98      | 0.00%             | 2036-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 31417ESX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598142 | PA      | $547779.61    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.80%                        | DUKE ENERGY CORP 5.80%                        | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191491.23    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 1.35%                          | MICROSOFT CORP 1.35%                          | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266975.89    | 0.01%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.27%                     | SANTANDER DRIVE AUT 4.27%                     | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49788.67     | 0.00%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR 6.11%                     | BANK OF AMERICA COR 6.11%                     | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157306.86    | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: —       |
| GINNIE MAE I POOL 2.50%                       | GINNIE MAE I POOL 2.50%                       | CUSIP: 3622A2EM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6906 | PA      | $6824.59      | 0.00%             | 2027-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MAT 3.45%                     | MARTIN MARIETTA MAT 3.45%                     | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494397.47    | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 6.10%                              | PACIFICORP 6.10%                              | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204338.28    | 0.01%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE F2F                         | ALLSTATE CORP/THE F2F                         | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229392.90    | 0.01%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA POOL #MA6654 2% 05-2                     | GNMA POOL #MA6654 2% 05-2                     | CUSIP: 36179VMB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970886 | PA      | $805794.68    | 0.03%             | 2050-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 4.75%                      | HOME DEPOT INC/THE 4.75%                      | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609221.40    | 0.02%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170186 | PA      | $168058.73    | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9DG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179318 | PA      | $176363.15    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC. AND 6.00%                      | VIRGINIA ELEC. AND 6.00%                      | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15769.87     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC/T 6.25%                     | TRAVELERS COS INC/T 6.25%                     | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    375000 | PA      | $410252.66    | 0.01%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 6.10%                     | DUKE ENERGY CAROLIN 6.10%                     | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158382.87    | 0.01%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128LXJN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4181 | PA      | $4320.17      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 4.875%                     | HOME DEPOT INC/THE 4.875%                     | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1423600.97   | 0.05%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE R 5.81%                     | EXETER AUTOMOBILE R 5.81%                     | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51003.47     | 0.00%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 4.50%                     | FREDDIE MAC GOLD PO 4.50%                     | CUSIP: 3128CULG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       657 | PA      | $655.87       | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162360 | PA      | $159654.19    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP 3.95%                     | AMERICAN TOWER CORP 3.95%                     | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131783.77    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5.50%                      | ENERGY TRANSFER LP 5.50%                      | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    266000 | PA      | $268465.02    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN I 7.25%                     | REYNOLDS AMERICAN I 7.25%                     | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $284573.23    | 0.01%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31411YN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23904 | PA      | $24095.92     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 4.80%                     | UNITEDHEALTH GRP. I 4.80%                     | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011945.72   | 0.03%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VULCAN MATS. CO 5.35%                         | VULCAN MATS. CO 5.35%                         | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304780.41    | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31402Q5T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23570 | PA      | $23987.14     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31413HJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3535 | PA      | $3616.78      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491099.68    | 0.02%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    799904 | PA      | $807414.06    | 0.03%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5.95%                       | JOHNSON & JOHNSON 5.95%                       | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35131.95     | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 6.45%                         | ASTRAZENECA PLC 6.45%                         | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $502911.06    | 0.02%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIF 2.982%                     | FREDDIE MAC MULTIF 2.982%                     | CUSIP: 3137FMCR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    196471 | PA      | $190253.45    | 0.01%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CH 2.80%                     | AIR PRODUCTS AND CH 2.80%                     | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    300000 | PA      | $185642.08    | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2290043 | PA      | $2270877.56   | 0.08%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5.55%                      | ARTHUR J GALLAGHER 5.55%                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186703.40    | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED 5.30%                      | BLACKSTONE SECURED 5.30%                      | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193542.65    | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49 VAR                           | BANK 2025-BNK49 VAR                           | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $208184.60    | 0.01%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 6.80%                       | SUNCOR ENERGY INC 6.80%                       | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $142045.40    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 3128KRWV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51074 | PA      | $52769.48     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.85%                            | NISOURCE INC 5.85%                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97213.32     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601827.79    | 0.02%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 9.40%                        | DOW CHEM. CO/THE 9.40%                        | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    174000 | PA      | $220367.25    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 31412N3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102916 | PA      | $99781.65     | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP F2F                     | INDEPENDENT BANK CORP F2F                     | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52075.04     | 0.00%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTBL. INFRA. 6.375%                      | HA SUSTBL. INFRA. 6.375%                      | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100662.11    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.70%                                | AT&T INC 4.70%                                | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403305.13    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM FINL. AUTOMOBILE 3.88%                     | GM FINL. AUTOMOBILE 3.88%                     | CUSIP: 36273VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49747.22     | 0.00%             | 2029-01-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELIN 6.10%                     | TRANSCANADA PIPELIN 6.10%                     | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207294.62    | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS IN 5.95%                     | JUNIPER NETWORKS IN 5.95%                     | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97356.35     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140QCSJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337121 | PA      | $312145.29    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFA 1.35%                     | FREDDIE MAC MULTIFA 1.35%                     | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $447875.65    | 0.01%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE 4.95%                     | HONEYWELL AEROSPACE 4.95%                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1399006.23   | 0.05%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPAC 5.732%                     | HONEYWELL AEROSPAC 5.732%                     | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    720000 | PA      | $711684.70    | 0.02%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE II POOL 2.00%                      | GINNIE MAE II POOL 2.00%                      | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2319082 | PA      | $1916886.39   | 0.06%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.10%                          | AMAZON.COM INC 3.10%                          | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $522778.74    | 0.02%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418NCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75423 | PA      | $77831.53     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00%                     | FREDDIE MAC GOLD PO 3.00%                     | CUSIP: 3128E6C70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43804 | PA      | $42586.50     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140QFNS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    975836 | PA      | $828750.62    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 1.50%                        | FREDDIE MAC POOL 1.50%                        | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    943569 | PA      | $800116.13    | 0.03%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 3140W2B26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1350068 | PA      | $1360455.79   | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CAR 6.15%                     | CITIBANK CREDIT CAR 6.15%                     | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $54880.46     | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B26 2.613%                     | BENCHMARK 2021-B26 2.613%                     | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $179310.90    | 0.01%             | 2054-06-15      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP 2.30%                      | UNITEDHEALTH GROUP 2.30%                      | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179257.12    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.00%                                 | HCA INC 5.00%                                 | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454412.95    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25%                                 | HCA INC 5.25%                                 | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306142.44    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP 6.22%                                | CSX CORP 6.22%                                | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $393623.22    | 0.01%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERG 5.75%                     | CONSTELLATION ENERG 5.75%                     | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430266.39    | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. 4.375%                      | UNITEDHEALTH GRP. 4.375%                      | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    219000 | PA      | $189011.54    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103334 | PA      | $98965.48     | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC 3.55%                      | ROYALTY PHARMA PLC 3.55%                      | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $202447.81    | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES 2.95%                      | FRANKLIN RESOURCES 2.95%                      | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92382.15     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.687%                        | CHEVRON USA INC 4.687%                        | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507771.67    | 0.02%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.95%                        | DUKE ENERGY CORP 4.95%                        | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243711.21    | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3140EU4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1075479 | PA      | $1007652.41   | 0.03%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.75%                                | RTX CORP 3.75%                                | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    750000 | PA      | $570434.01    | 0.02%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 2.00%                              | INTEL CORP 2.00%                              | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43263.32     | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE F 4.55%                     | PEPSICO SINGAPORE F 4.55%                     | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1818301.97   | 0.06%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UBER TECHS. INC 4.80%                         | UBER TECHS. INC 4.80%                         | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242588.55    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS 5.50%                      | SUZANO NETHERLANDS 5.50%                      | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $512775.00    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 4.125%                             | PFIZER INC 4.125%                             | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    262000 | PA      | $210963.98    | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 4.45%                              | SYSCO CORP 4.45%                              | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236750.51    | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396516.89    | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HPUE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $196143.90    | 0.01%             | 2035-12-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.10%                             | TRIMBLE INC 6.10%                             | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209260.30    | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.95%                          | ELI LILLY & CO 4.95%                          | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87783.38     | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP/TH 4.20%                     | PROGRESSIVE CORP/TH 4.20%                     | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240820.93    | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B3 4.025%                      | BENCHMARK 2018-B3 4.025%                      | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98648.35     | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 5.50%                     | FREDDIE MAC GOLD PO 5.50%                     | CUSIP: 31297VKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17546 | PA      | $17654.33     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 6.00%                     | FREDDIE MAC GOLD PO 6.00%                     | CUSIP: 3128M4T60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6228 | PA      | $6540.71      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 5.20%                     | INTERNATIONAL BUSIN 5.20%                     | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703610.04    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC 5.50%                           | DR HORTON INC 5.50%                           | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202945.13    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC 3.80%                     | ABB FINANCE USA INC 3.80%                     | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198478.66    | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55930 | PA      | $54672.46     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.50%                      | GINNIE MAE II POOL 4.50%                      | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164428 | PA      | $161889.08    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 4.00%                      | GINNIE MAE II POOL 4.00%                      | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    320163 | PA      | $305293.02    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC F2F                              | BARCLAYS PLC F2F                              | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $303338.81    | 0.01%             | 2036-02-25      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 4.65%                      | HOME DEPOT INC/THE 4.65%                      | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243737.72    | 0.01%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHS. INC 4.15%                         | UBER TECHS. INC 4.15%                         | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244448.50    | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO 3.90%                     | PROVINCE OF ONTARIO 3.90%                     | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   2000000 | PA      | $1988099.00   | 0.07%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31414PZR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34181 | PA      | $34687.39     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 6.50%                       | GINNIE MAE I POOL 6.50%                       | CUSIP: 36295PMH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1356 | PA      | $1444.46      | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT 3.97%                     | FEDERAL FARM CREDIT 3.97%                     | CUSIP: 3133ETUY1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3918000 | PA      | $3914410.41   | 0.13%             | 2027-08-26      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HPS COR. LENDING FU 5.45%                     | HPS COR. LENDING FU 5.45%                     | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $994485.23    | 0.03%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| GINNIE MAE I POOL 4.50%                       | GINNIE MAE I POOL 4.50%                       | CUSIP: 3620AFPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114337 | PA      | $113649.11    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.00%                       | GINNIE MAE I POOL 5.00%                       | CUSIP: 3620A5B73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50166 | PA      | $50787.67     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31419GBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63685 | PA      | $63026.41     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31416HWK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75763 | PA      | $76569.56     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP 4.25%                       | KIMCO REALTY CORP 4.25%                       | CUSIP: 49446RAM1<br>LEI: 254900ARY41P4V1JL861 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165144.05    | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138ENLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95641 | PA      | $94750.41     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.25%                         | CIGNA GROUP/THE 5.25%                         | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250322.20    | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLI 4.898%                     | DUKE ENERGY CAROLI 4.898%                     | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98691.99     | 0.00%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132E0WX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    516075 | PA      | $536307.54    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF MANITOB 4.90%                     | PROVINCE OF MANITOB 4.90%                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    500000 | PA      | $512288.46    | 0.02%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/T F2F                     | CHARLES SCHWAB CORP/T F2F                     | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494435.75    | 0.02%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199471.42    | 0.01%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.50%                      | GINNIE MAE II POOL 3.50%                      | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306294 | PA      | $287633.02    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO F2F                       | JPMORGAN CHASE & CO F2F                       | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    114000 | PA      | $93197.33     | 0.00%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP 4.50%                          | MICROSOFT CORP 4.50%                          | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    900000 | PA      | $791482.28    | 0.03%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUS 4.93%                     | BA CREDIT CARD TRUS 4.93%                     | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126293.01    | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 2.25%                       | GENERAL MILLS INC 2.25%                       | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    432000 | PA      | $378675.94    | 0.01%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GBL. 5.35%                     | AON CORP / AON GBL. 5.35%                     | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204825.12    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP. PLC 5.875%                      | VODAFONE GRP. PLC 5.875%                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $284785.64    | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 5.75%                     | UNITEDHEALTH GRP. I 5.75%                     | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $856992.62    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY 5.25%                      | CENTERPOINT ENERGY 5.25%                      | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508698.26    | 0.02%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS. 4.30%                     | CADENCE DESIGN SYS. 4.30%                     | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398734.75    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASSOCIATED BANC-CORP F2F                      | ASSOCIATED BANC-CORP F2F                      | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102352.95    | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP F2F                             | M&T BANK CORP F2F                             | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297530.16    | 0.01%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTL. INC/ 5.50%                     | MARRIOTT INTL. INC/ 5.50%                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398249.23    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    980000 | PA      | $984941.47    | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CLECO COR. HLDGS. LLC STP                     | CLECO COR. HLDGS. LLC STP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85305.21     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13 VAR                           | BANK 2018-BNK13 VAR                           | CUSIP: 06539LBB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99204.06     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HHW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $500155.70    | 0.02%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK 5.25%                      | EXPORT-IMPORT BANK 5.25%                      | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    300000 | PA      | $313788.64    | 0.01%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE 3.75%                      | HOME DEPOT INC/THE 3.75%                      | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248406.96    | 0.01%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC 5.70%                     | ELEVANCE HEALTH INC 5.70%                     | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237722.57    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31412ESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6663 | PA      | $6702.12      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 31418DC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80623 | PA      | $74508.96     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494317.02    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMI VAR                     | FREDDIE MAC MULTIFAMI VAR                     | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $199991.18    | 0.01%             | 2032-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO 3.65%                     | AEP TRANSMISSION CO 3.65%                     | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72480.57     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC 2.70%                                | VISA INC 2.70%                                | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    760000 | PA      | $573613.81    | 0.02%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INV. BANK 3.875%                     | EUROPEAN INV. BANK 3.875%                     | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    500000 | PA      | $500747.05    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONA 6.25%                     | EDISON INTERNATIONA 6.25%                     | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259002.08    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOV. INTL. 3.875%                      | ISRAEL GOV. INTL. 3.875%                      | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $421735.75    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH & 3.008%                      | ADVOCATE HEALTH & 3.008%                      | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    265000 | PA      | $171958.68    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC 5.95%                      | ROYALTY PHARMA PLC 5.95%                      | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243159.09    | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVAB 3.98%                     | HONDA AUTO RECEIVAB 3.98%                     | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49740.89     | 0.00%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%                        | FREDDIE MAC POOL 3.00%                        | CUSIP: 3132D55F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192111 | PA      | $184469.82    | 0.01%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140X76N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1391462 | PA      | $1138237.53   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL. HLDGS 6.50%                     | FAIRFAX FINL. HLDGS 6.50%                     | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256507.28    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL. RAIL 4.20%                     | CANADIAN NATL. RAIL 4.20%                     | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $493134.66    | 0.02%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMS. INC 5.75%                      | VERIZON COMMS. INC 5.75%                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    990000 | PA      | $964062.60    | 0.03%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOA 3.92%                     | VOLKSWAGEN AUTO LOA 3.92%                     | CUSIP: 92869QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99486.06     | 0.00%             | 2030-03-20      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. I 3.05%                     | UNITEDHEALTH GRP. I 3.05%                     | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    330000 | PA      | $244630.55    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 2.10%                          | AIR LEASE CORP 2.10%                          | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    131000 | PA      | $123188.45    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSIN 5.80%                     | INTERNATIONAL BUSIN 5.80%                     | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229349.09    | 0.01%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 4.45%                     | FORD CREDIT AUTO OW 4.45%                     | CUSIP: 34535KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50223.05     | 0.00%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEV. 3.75%                     | INTER-AMERICAN DEV. 3.75%                     | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $993534.15    | 0.03%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP 4.50%                      | UNION PACIFIC CORP 4.50%                      | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498198.79    | 0.02%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GRP. 5.875%                     | TPG OPERATING GRP. 5.875%                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50705.86     | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.15%                               | ONEOK INC 5.15%                               | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17736.04     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138M96K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233300 | PA      | $213618.80    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05%                                | AT&T INC 6.05%                                | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246195.37    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.25%                     | CARVANA AUTO RECEIV 4.25%                     | CUSIP: 14689AAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49751.84     | 0.00%             | 2031-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.55%                             | ORACLE CORP 6.55%                             | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195920.77    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345619.58    | 0.01%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.35%                     | CARVANA AUTO RECEIV 4.35%                     | CUSIP: 14689FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24823.97     | 0.00%             | 2032-07-12      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.00%                        | FREDDIE MAC POOL 5.00%                        | CUSIP: 3142GWZY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1087828 | PA      | $1073280.78   | 0.04%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 5.60%                      | NOVARTIS CAP. CORP 5.60%                      | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051748.92   | 0.04%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 36202EPZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5166 | PA      | $5569.52      | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES 6.15%                     | ABBOTT LABORATORIES 6.15%                     | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    202000 | PA      | $220909.13    | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.50%                         | FANNIE MAE POOL 6.50%                         | CUSIP: 31413RG34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24498 | PA      | $25782.96     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%                         | FANNIE MAE POOL 3.00%                         | CUSIP: 3138W0MC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42248 | PA      | $41791.65     | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%                         | FANNIE MAE POOL 3.50%                         | CUSIP: 3138YWJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162791 | PA      | $152424.64    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.75%                               | AETNA INC 6.75%                               | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162074.15    | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 7.00%                     | FREDDIE MAC GOLD PO 7.00%                     | CUSIP: 3128M5KM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6316 | PA      | $6742.03      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON 6.45%                     | COMMONWEALTH EDISON 6.45%                     | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219570.04    | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIG 5.95%                     | FLORIDA POWER & LIG 5.95%                     | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159941.99    | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RE 6.75%                     | CANADIAN NATURAL RE 6.75%                     | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $217624.79    | 0.01%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRP. 6.625%                      | UNITEDHEALTH GRP. 6.625%                      | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    640000 | PA      | $705673.35    | 0.02%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.50%                                | AT&T INC 4.50%                                | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    574000 | PA      | $463163.37    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL C 4.10%                     | WEBSTER FINANCIAL C 4.10%                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29292.97     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIP 6.875%                     | KONINKLIJKE PHILIP 6.875%                     | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    225000 | PA      | $248207.20    | 0.01%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36202ERT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28351 | PA      | $29256.55     | 0.00%             | 2038-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER C 7.00%                     | APPALACHIAN POWER C 7.00%                     | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83444.38     | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY 4.30%                      | BERKSHIRE HATHAWAY 4.30%                      | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262861.22    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CO 4.75%                     | NORTHROP GRUMMAN CO 4.75%                     | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225725.34    | 0.01%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    286750 | PA      | $262442.96    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 3138WKVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110556 | PA      | $108888.13    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69052.44     | 0.00%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75075.31     | 0.00%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3140X7UT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528114 | PA      | $453260.15    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.00%                         | FANNIE MAE POOL 2.00%                         | CUSIP: 3140L4WC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1749058 | PA      | $1420218.77   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 2.00%                        | FREDDIE MAC POOL 2.00%                        | CUSIP: 3133GCQT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230808 | PA      | $213002.37    | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO 4.464%                      | BELL TELEPHONE CO 4.464%                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $323653.78    | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 4.30%                     | SOUTHERN CALIFORNIA 4.30%                     | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99111.86     | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVS. INC 5.00%                     | REPUBLIC SERVS. INC 5.00%                     | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304749.11    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON 5.25%                       | JOHNSON & JOHNSON 5.25%                       | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395655.62    | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIEN 1.75%                     | THERMO FISHER SCIEN 1.75%                     | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     38000 | PA      | $35782.54     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING P 2.50%                     | BRIXMOR OPERATING P 2.50%                     | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267018.10    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP 5.00%                               | ORIX CORP 5.00%                               | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302643.68    | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.50%                        | FREDDIE MAC POOL 6.50%                        | CUSIP: 3132DSF64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    530728 | PA      | $551867.72    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HLDGS. 6.10%                      | SAFEHOLD GL HLDGS. 6.10%                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105079.60    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA I 5.75%                     | AON NORTH AMERICA I 5.75%                     | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481764.12    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6.05%                      | ENERGY TRANSFER LP 6.05%                      | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190429.98    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELEC. POWER F2V                      | AMERICAN ELEC. POWER F2V                      | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032218.68   | 0.03%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47 5.716%                        | BANK 2024-BNK47 5.716%                        | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $209129.80    | 0.01%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FIN. 4.25%                      | INTERNATIONAL FIN. 4.25%                      | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1011409.63   | 0.03%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC FINL. SERVS. GRP. F2F                     | PNC FINL. SERVS. GRP. F2F                     | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697671.73    | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED 4.853%                     | STANDARD CHARTERED 4.853%                     | CUSIP: 85325X2B1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | PA      | $252619.28    | 0.01%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNB CORP/PA F2F                               | FNB CORP/PA F2F                               | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50310.52     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418FF28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2436089 | PA      | $2352144.10   | 0.08%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.90%                          | SOLVENTUM CORP 5.90%                          | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    293000 | PA      | $286256.14    | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FIN. IN 5.50%                     | CRH AMERICA FIN. IN 5.50%                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204314.00    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV F2F                              | ING GROEP NV F2F                              | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $704384.88    | 0.02%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TARGET CORP 5.00%                             | TARGET CORP 5.00%                             | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301188.40    | 0.01%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ARES STRAT. INC. FU 6.20%                     | ARES STRAT. INC. FU 6.20%                     | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147016.26    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIV 4.36%                     | HYUNDAI AUTO RECEIV 4.36%                     | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100377.27    | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| TARGA RES. CORP 5.65%                         | TARGA RES. CORP 5.65%                         | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253673.52    | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUS 4.31%                     | BA CREDIT CARD TRUS 4.31%                     | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100375.93    | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| GM FINL. AUTOMOBILE 4.20%                     | GM FINL. AUTOMOBILE 4.20%                     | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49998.58     | 0.00%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO F2F                       | AMERICAN EXPRESS CO F2F                       | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193381.82    | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.85%                             | ORACLE CORP 6.85%                             | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193057.62    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.80%                          | AMAZON.COM INC 5.80%                          | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    980000 | PA      | $979212.45    | 0.03%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140W4EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1083374 | PA      | $1073217.37   | 0.04%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 3140Y7C48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1055818 | PA      | $1054050.32   | 0.04%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOV. IN 6.375%                     | PHILIPPINE GOV. IN 6.375%                     | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $537638.27    | 0.02%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    441773 | PA      | $400486.17    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 3.00%                      | GINNIE MAE II POOL 3.00%                      | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    295940 | PA      | $268274.46    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.80%                          | MASTERCARD INC 3.80%                          | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387014.48    | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39213 | PA      | $38437.62     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $462610.94    | 0.02%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIE VAR                     | GS MORTGAGE SECURITIE VAR                     | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148446.57    | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.30%                         | CVS HEALTH CORP 4.30%                         | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    234000 | PA      | $233170.63    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC 4.90%                            | ASSURANT INC 4.90%                            | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215904.11    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNION ELEC. CO 4.00%                          | UNION ELEC. CO 4.00%                          | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $193026.75    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 6.20%                            | ENBRIDGE INC 6.20%                            | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $529471.59    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE 5.00%                        | COCA-COLA CO/THE 5.00%                        | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515036.26    | 0.02%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN. IN 5.675%                     | BROOKFIELD FIN. IN 5.675%                     | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302584.22    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3132DSM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119163 | PA      | $1157963.43   | 0.04%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 4.00%                        | FREDDIE MAC POOL 4.00%                        | CUSIP: 3132D6HH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138914 | PA      | $135744.37    | 0.00%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUT 4.78%                     | SANTANDER DRIVE AUT 4.78%                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25124.11     | 0.00%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.62%                     | VERIZON MASTER TRUS 4.62%                     | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100742.65    | 0.00%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS CO 5.50%                       | CONOCOPHILLIPS CO 5.50%                       | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191059.58    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FE94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199919 | PA      | $203970.85    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HLDG. LUX S 7.25%                     | JBS USA HLDG. LUX S 7.25%                     | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $440073.60    | 0.01%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA & NEW ZE 4.615%                     | AUSTRALIA & NEW ZE 4.615%                     | CUSIP: 05253JB59<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    350000 | PA      | $354140.46    | 0.01%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| BOEING CO/THE 6.528%                          | BOEING CO/THE 6.528%                          | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $435737.04    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MEXICO GOV. INTL. 6.875%                      | MEXICO GOV. INTL. 6.875%                      | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $2095000.00   | 0.07%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| INDONESIA GOV. INTL 5.60%                     | INDONESIA GOV. INTL 5.60%                     | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1017440.84   | 0.03%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAP. 4.85%                     | NEXTERA ENERGY CAP. 4.85%                     | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252311.64    | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP. 5.90%                     | NEXTERA ENERGY CAP. 5.90%                     | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196311.38    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 6.00%                         | FANNIE MAE POOL 6.00%                         | CUSIP: 3140W0XN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564887 | PA      | $1595194.02   | 0.05%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RA 4.80%                     | CANADIAN PACIFIC RA 4.80%                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $607345.83    | 0.02%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OP 5.60%                     | AMERICOLD REALTY OP 5.60%                     | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98922.50     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RELX CAP. INC 4.75%                           | RELX CAP. INC 4.75%                           | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302221.51    | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.30%                        | T-MOBILE USA INC 5.30%                        | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252066.56    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2141453 | PA      | $2157125.50   | 0.07%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WF CARD ISSUANCE TR 4.34%                     | WF CARD ISSUANCE TR 4.34%                     | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100519.41    | 0.00%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH 4.80%                     | PROVINCE OF BRITISH 4.80%                     | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |   1000000 | PA      | $1016198.88   | 0.03%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 31427PGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1843447 | PA      | $1897456.07   | 0.06%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC 5.70%                              | PFIZER INC 5.70%                              | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386200.23    | 0.01%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986697.69    | 0.03%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK INC/MD 4.15%                        | MCCORMICK INC/MD 4.15%                        | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891267.28    | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE 4.00%                      | WALT DISNEY CO/THE 4.00%                      | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1585165.86   | 0.05%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 5.55%                          | SALESFORCE INC 5.55%                          | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1066671.64   | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 5.50%                        | FREDDIE MAC POOL 5.50%                        | CUSIP: 3142GU2J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1397507 | PA      | $1407166.83   | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO/THE 5.45%                           | MOSAIC CO/THE 5.45%                           | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252657.73    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| WISCONSIN PUBLIC S 4.752%                     | WISCONSIN PUBLIC S 4.752%                     | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87876.87     | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/TH 5.80%                     | WILLIAMS COS INC/TH 5.80%                     | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196008.54    | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.00%                      | GINNIE MAE II POOL 5.00%                      | CUSIP: 36202EWC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12052 | PA      | $12273.46     | 0.00%             | 2038-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36296WXE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55282 | PA      | $57027.07     | 0.00%             | 2039-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.50%                     | SOUTHERN CALIFORNIA 5.50%                     | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144363.92    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATS. INC 5.85%                       | APPLIED MATS. INC 5.85%                       | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104324.52    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL 4.875%                     | PHILIP MORRIS INTL 4.875%                     | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90010.27     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.00%                         | FANNIE MAE POOL 5.00%                         | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3567775 | PA      | $3521624.18   | 0.12%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 5.50%                      | GINNIE MAE II POOL 5.50%                      | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1716680 | PA      | $1734613.11   | 0.06%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENT 5.60%                     | HEWLETT PACKARD ENT 5.60%                     | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    810000 | PA      | $723058.35    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH S 4.625%                     | UNIVERSAL HEALTH S 4.625%                     | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247086.18    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SE 5.05%                     | UNIVERSAL HEALTH SE 5.05%                     | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238686.65    | 0.01%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 4.40%                     | FORD CREDIT AUTO OW 4.40%                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25089.35     | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNION ELEC. 3.90%                             | UNION ELEC. 3.90%                             | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40425.75     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%                         | FANNIE MAE POOL 4.00%                         | CUSIP: 3138EJP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262450 | PA      | $253480.72    | 0.01%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP. TST. 202 4.03%                     | CNH EQUIP. TST. 202 4.03%                     | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49913.74     | 0.00%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC 5.95%                       | SUNCOR ENERGY INC 5.95%                       | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52384.30     | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 6.375%                            | METLIFE INC 6.375%                            | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    485000 | PA      | $528676.01    | 0.02%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL R 6.25%                     | CANADIAN NATIONAL R 6.25%                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $16325.63     | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE L 7.30%                     | TIME WARNER CABLE L 7.30%                     | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627825.15    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.50%                         | FANNIE MAE POOL 4.50%                         | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84559 | PA      | $83685.14     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.75%                      | INTERNATIONAL BANK 4.75%                      | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25748.67     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9576 | PA      | $9766.26      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA 5.35%                     | SOUTHERN CALIFORNIA 5.35%                     | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395158.98    | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMEN 4.875%                     | EUROPEAN INVESTMEN 4.875%                     | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $208083.71    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP. CORP 4.70%                      | NOVARTIS CAP. CORP 4.70%                      | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262078.37    | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWC 4.20%                     | NEWMONT CORP / NEWC 4.20%                     | CUSIP: 65163LAF6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237981.14    | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO 4.95%                          | PHILLIPS 66 CO 4.95%                          | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393852.08    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ONEOK INC 4.75%                               | ONEOK INC 4.75%                               | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692563.97    | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN. LTD 5.70%                       | WOODSIDE FIN. LTD 5.70%                       | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $94122.18     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO/THE F2V                           | SOUTHERN CO/THE F2V                           | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257136.25    | 0.01%             | 2055-03-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP 4.729%                      | STATE STREET CORP 4.729%                      | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506092.88    | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INC 5.80%                     | BLUE OWL CREDIT INC 5.80%                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385693.88    | 0.01%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1546695.17   | 0.05%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATL. MTGE 5.625%                     | FEDERAL NATL. MTGE 5.625%                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    250000 | PA      | $272104.31    | 0.01%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL 5.50%                       | GINNIE MAE I POOL 5.50%                       | CUSIP: 36292LBW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3096 | PA      | $3218.77      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.80%                             | ORACLE CORP 4.80%                             | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2095165.40   | 0.07%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.10%                             | ORACLE CORP 6.10%                             | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414590.77    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 5.50%                         | FANNIE MAE POOL 5.50%                         | CUSIP: 31418FQP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266248 | PA      | $271477.71    | 0.01%             | 2040-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 4.75%                             | PROLOGIS LP 4.75%                             | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404120.46    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 3.625%                     | INTERNATIONAL BANK 3.625%                     | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1992463.62   | 0.07%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1442382.18   | 0.05%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.50%                                | RTX CORP 4.50%                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221850.04    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 2.50%                         | FANNIE MAE POOL 2.50%                         | CUSIP: 3138W7F66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54017 | PA      | $47902.60     | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 3.95%                          | LOWE S COS INC 3.95%                          | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249139.66    | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 6.00%                        | FREDDIE MAC POOL 6.00%                        | CUSIP: 3142JCBC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167478 | PA      | $172736.85    | 0.01%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.85%                               | ONEOK INC 5.85%                               | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91124.67     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENT 4.85%                     | HEWLETT PACKARD ENT 4.85%                     | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794605.73    | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP. OF A F2V                     | REINSURANCE GRP. OF A F2V                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248887.10    | 0.01%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER 3.75%                      | KREDITANSTALT FUER 3.75%                      | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1000000 | PA      | $993251.31    | 0.03%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIV 4.31%                     | CARVANA AUTO RECEIV 4.31%                     | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24959.71     | 0.00%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.70%                               | ONEOK INC 5.70%                               | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273697.91    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP 5.00%                        | VENTAS REALTY LP 5.00%                        | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294369.58    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-A 3.92%                     | CAPITAL ONE MULTI-A 3.92%                     | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $74913.16     | 0.00%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVAB 4.67%                     | DRIVE AUTO RECEIVAB 4.67%                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25113.47     | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SIMON PROP. GRP. LP 4.75%                     | SIMON PROP. GRP. LP 4.75%                     | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293561.88    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUS 4.17%                     | VERIZON MASTER TRUS 4.17%                     | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99986.48     | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TS 4.06%                     | JOHN DEERE OWNER TS 4.06%                     | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50002.60     | 0.00%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HLDGS. 4.65%                      | APTIV SWISS HLDGS. 4.65%                      | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $407794.31    | 0.01%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MAREX GRP. PLC 5.829%                         | MAREX GRP. PLC 5.829%                         | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1020000 | PA      | $1031008.61   | 0.03%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4.00%                        | GEORGIA POWER CO 4.00%                        | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99414.21     | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $505650.26    | 0.02%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.30%                            | ALPHABET INC 5.30%                            | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $342482.89    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 6.05%                            | COMCAST CORP 6.05%                            | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593677.08    | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTL. INC 4.25%                      | MONDELEZ INTL. INC 4.25%                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    990000 | PA      | $988007.28    | 0.03%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.25%                          | LOWE S COS INC 4.25%                          | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245359.11    | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO 3.93%                      | MERCEDES-BENZ AUTO 3.93%                      | CUSIP: 58770XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $24865.55     | 0.00%             | 2031-07-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP 5.65%                     | MERITAGE HOMES CORP 5.65%                     | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99890.96     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC F2F                             | CITIGROUP INC F2F                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480212.67    | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.00%                            | ALPHABET INC 4.00%                            | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1290304.91   | 0.04%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELEC. CO 5.85%                            | DTE ELEC. CO 5.85%                            | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201315.02    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.51%                     | AMERICAN EXPRESS CR 4.51%                     | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100975.77    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALT 4.975%                     | COMMONSPIRIT HEALT 4.975%                     | CUSIP: 20268JBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243941.82    | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY F2F                            | MORGAN STANLEY F2F                            | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494199.14    | 0.02%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2F                     | GOLDMAN SACHS GRP. IN F2F                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    640000 | PA      | $630298.85    | 0.02%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO F2F                          | WELLS FARGO & CO F2F                          | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396455.93    | 0.01%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HSBC HLDGS. PLC F2F                           | HSBC HLDGS. PLC F2F                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $321748.22    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE II POOL 6.50%                      | GINNIE MAE II POOL 6.50%                      | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    603114 | PA      | $626769.79    | 0.02%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK 4.00%                      | INTERNATIONAL BANK 4.00%                      | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1394441.61   | 0.05%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR 4.28%                     | AMERICAN EXPRESS CR 4.28%                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200692.40    | 0.01%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIE 4.894%                     | THERMO FISHER SCIE 4.894%                     | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    860000 | PA      | $847649.50    | 0.03%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELE 5.05%                     | PACIFIC GAS AND ELE 5.05%                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248374.91    | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OW 3.95%                     | FORD CREDIT AUTO OW 3.95%                     | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99063.03     | 0.00%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.50%                          | LOWE S COS INC 4.50%                          | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294842.35    | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLIN 5.07%                     | DUKE ENERGY CAROLIN 5.07%                     | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48757.68     | 0.00%             | 2046-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY IN F2V                     | CENTERPOINT ENERGY IN F2V                     | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495554.00    | 0.02%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.875%                            | ORACLE CORP 5.875%                            | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431370.42    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.95%                             | ORACLE CORP 5.95%                             | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252381.21    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REALTY INC. CORP 3.95%                        | REALTY INC. CORP 3.95%                        | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988410.45    | 0.03%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO 3.88%                      | MERCEDES-BENZ AUTO 3.88%                      | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49729.50     | 0.00%             | 2029-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN 4.375%                      | FEDERAL HOME LOAN 4.375%                      | CUSIP: 3130AWTR1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1519390.55   | 0.05%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEM. CO/THE 5.95%                        | DOW CHEM. CO/THE 5.95%                        | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226388.47    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HONDA AUTO RECEIVAB 4.15%                     | HONDA AUTO RECEIVAB 4.15%                     | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100065.41    | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS 4.725%                      | DUPONT DE NEMOURS 4.725%                      | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208784.38    | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIE 4.473%                     | THERMO FISHER SCIE 4.473%                     | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247377.58    | 0.01%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LOWE S COS INC 4.00%                          | LOWE S COS INC 4.00%                          | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247934.22    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FIN. IN 5.00%                     | CRH AMERICA FIN. IN 5.00%                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245429.62    | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO 4.50%                     | CONSUMERS ENERGY CO 4.50%                     | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250306.15    | 0.01%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP F2F                      | BANK OF AMERICA CORP F2F                      | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254985.81    | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Liquid Asset Portfolio | Northern Institutional Liquid Asset Portfolio | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |  25054343 | NS      | $25054342.65  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Northern Funds

**Signature:** Randal E. Rein

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

**Title:** Treasurer and Principal Financial Officer