# EDGAR Filing Document

**Accession Number:** 0000746687
**File Stem:** 0001752724-23-046852
**Filing Date:** 2023-2
**Character Count:** 444603
**Document Hash:** 597dae035a726c369835d9965ca343ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046852.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046852

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC
- **CENTRAL INDEX KEY:** 0000746687
- **IRS NUMBER:** 541278621
- **STATE OF INCORPORATION:** VA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04041
- **FILM NUMBER:** 23683417

**BUSINESS ADDRESS:**
- **STREET 1:** 1600 SUMMER STREET
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06905
- **BUSINESS PHONE:** 203-708-2726

**MAIL ADDRESS:**
- **STREET 1:** 1600 SUMMER STREET
- **CITY:** STAMFORD
- **STATE:** CT
- **ZIP:** 06905

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INVESTMENTS FUNDS INC
- **DATE OF NAME CHANGE:** 20110921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GE INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19970501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIFE OF VIRGINIA SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### State Street Income V.I.S. Fund (Series ID: S000001643)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000004445 | Class 1 Shares | SSIMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC

- **b. Investment Company Act file number:** 811-04041

- **c. CIK number of Registrant:** 0000746687

- **d. LEI of Registrant:** 549300F3HMV6UGZMOO92

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

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 203-708-2726

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

- **a. Name of Series:** State Street Income V.I.S. Fund

- **b. EDGAR series identifier (if any):** S000001643

- **c. LEI of Series:** 549300MGTJ3E4GC4V532

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $12562706.90

**Total Liabilities:** $1945180.53

**Net Assets:** $10617526.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5.98000000 | **1-Year:** -176.58000000 | **5-Year:** -732.25000000 | **10-Year:** -1055.38000000 | **30-Year:** -939.20000000

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

- **3-Month:** -0.14000000 | **1-Year:** -10.77000000 | **5-Year:** -169.84000000 | **10-Year:** -27.71000000 | **30-Year:** -33.90000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004445 | -1.10%               | 3.86%                | -0.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-140718.14              | $-44538.35                                 |
| Month 2  | $-122759.48              | $526521.88                                 |
| Month 3  | $67347.42                | $-168047.62                                |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MetLife Inc                                        | MetLife Inc                                                                                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4528.75      | 0.04%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                                           | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $6417.53      | 0.06%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406MUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2532 | PA      | $2646.71      | 0.02%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                              | CUSIP: 31398NDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4016 | PA      | $446.23       | 0.00%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                                   | CUSIP: 25470DAG4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1512.04      | 0.01%             | 2042-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7294.30      | 0.07%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                               | CUSIP: 3133KGXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198622 | PA      | $177795.48    | 1.67%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                            | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $8414.00      | 0.08%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      6000 | PA      | $4784.10      | 0.05%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                              | Time Warner Cable LLC                                                                          | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2844.90      | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                                            | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      6000 | PA      | $4969.98      | 0.05%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                                                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4805.75      | 0.05%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                                             | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8799.37      | 0.08%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                             | Boardwalk Pipelines LP                                                                         | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5644.80      | 0.05%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31294BYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       511 | PA      | $524.05       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                            | American Electric Power Co Inc                                                                 | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2022.78      | 0.02%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                                               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2125.11      | 0.02%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROP INC                           | National Retail Properties Inc                                                                 | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |      4000 | PA      | $3853.76      | 0.04%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31405ET62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       131 | PA      | $140.16       | 0.00%             | 2034-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200KPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       831 | PA      | $855.41       | 0.01%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                            | Becton Dickinson and Co                                                                        | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1779.72      | 0.02%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12632.49     | 0.12%             | 2025-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6742.54      | 0.06%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5560.44      | 0.05%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                | Emerson Electric Co                                                                            | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1297.76      | 0.01%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403ALU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4129 | PA      | $4315.12      | 0.04%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2513.85      | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      3000 | PA      | $2133.00      | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                              | Brooklyn Union Gas Co/The                                                                      | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10284.56     | 0.10%             | 2032-08-05      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                            | Fidelity National Information Services Inc                                                     | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3510.24      | 0.03%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                          | Apple Inc                                                                                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4828.74      | 0.05%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                       | State Street Institutional US Government Money Market Fund                                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2022424 | NS      | $2022423.76   | 19.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                            | GlaxoSmithKline Capital Inc                                                                    | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5861.76      | 0.06%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48276 | PA      | $44977.35     | 0.42%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9173.00      | 0.09%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4202.85      | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3902.95      | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                         | Zoetis Inc                                                                                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3802.76      | 0.04%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                  | Transcanada Trust                                                                              | CUSIP: 89356BAA6<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8513.01      | 0.08%             | 2075-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4418.50      | 0.04%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                   | Berry Global Inc                                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7726.16      | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406VXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2723 | PA      | $2848.31      | 0.03%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402ESH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       195 | PA      | $204.12       | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36202KQL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       148 | PA      | $144.62       | 0.00%             | 2024-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                           | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3405.80      | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                       | Vontier Corp                                                                                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6315.28      | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1736.72      | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406D5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1458 | PA      | $1524.27      | 0.01%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                                             | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1533.64      | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                         | Pfizer Inc                                                                                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1857.58      | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                             | BP Capital Markets PLC                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $6128.50      | 0.06%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4558.30      | 0.04%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31418NXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6176 | PA      | $6115.81      | 0.06%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1909.02      | 0.02%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                   | BAT Capital Corp                                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1421.62      | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                                           | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2681.79      | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                           | Florida Power & Light Co                                                                       | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5196.72      | 0.05%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                             | Barrick North America Finance LLC                                                              | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3017.34      | 0.03%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406FGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1158 | PA      | $1210.81      | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2616 | PA      | $2787.71      | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of California                                | CALIFORNIA ST                                                                                  | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $14120.52     | 0.13%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc                                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4547.60      | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1547.00      | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3719.52      | 0.04%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3602.45      | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402YRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       668 | PA      | $711.48       | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402WJB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       168 | PA      | $171.51       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7366.56      | 0.07%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                                                                  | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1639.70      | 0.02%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                             | Indiana Michigan Power Co                                                                      | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3420.85      | 0.03%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                                        | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7759.08      | 0.07%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                      | AEP Texas Inc                                                                                  | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5659.20      | 0.05%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                 | Realty Income Corp                                                                             | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      5000 | PA      | $4630.00      | 0.04%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                      | DTE Energy Co                                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6450.50      | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3875.95      | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                  | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4996.14      | 0.05%             | 2025-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1712.18      | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4659.25      | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $6928.80      | 0.07%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                                    | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5545.61      | 0.05%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21598.15     | 0.20%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       932 | NS      | $21445.32     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5657.10      | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                           | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4634.88      | 0.04%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                               | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2311.59      | 0.02%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                              | Molson Coors Beverage Co                                                                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3117.48      | 0.03%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                              | CUSIP: 31397L3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2692 | PA      | $228.76       | 0.00%             | 2038-07-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200MRA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7230 | PA      | $7556.14      | 0.07%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7878.24      | 0.07%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296MJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2202 | PA      | $2303.44      | 0.02%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4094 | PA      | $4282.95      | 0.04%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2200.98      | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                 | Raytheon Technologies Corp                                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3261.05      | 0.03%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                      | Westlake Corp                                                                                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1863.72      | 0.02%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3491.35      | 0.03%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1543.68      | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $69335.00     | 0.65%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2018-BNK15                                                                                | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66000 | PA      | $63215.15     | 0.60%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                                               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      6000 | PA      | $3981.42      | 0.04%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36202U2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1347 | PA      | $1415.91      | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31404KLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1984 | PA      | $2073.99      | 0.02%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3910.95      | 0.04%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                   | Hewlett Packard Enterprise Co                                                                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2998.71      | 0.03%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc                                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1706.70      | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2847.36      | 0.03%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       693 | PA      | $685.81       | 0.01%             | 2037-04-01      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36207JYM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1428 | PA      | $1441.57      | 0.01%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                        | Exelon Corp                                                                                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4240.20      | 0.04%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6360.88      | 0.06%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                              | Waste Connections Inc                                                                          | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3977.45      | 0.04%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                     | Halliburton Co                                                                                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3546.32      | 0.03%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                          | Aptiv PLC                                                                                      | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      5000 | PA      | $3781.60      | 0.04%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2893.86      | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                               | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2406.09      | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                  | Hormel Foods Corp                                                                              | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5707.73      | 0.05%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                                    | CUSIP: 61764XBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318047 | PA      | $4243.60      | 0.04%             | 2048-03-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                           | Enbridge Energy Partners LP                                                                    | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1871.82      | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                 | Raytheon Technologies Corp                                                                     | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1954.92      | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                            | Transcontinental Gas Pipe Line Co LLC                                                          | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3760.56      | 0.04%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CenterPoint Energy Inc                                                                         | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4120.60      | 0.04%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp                                                                               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3725.55      | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp                                                                                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2662.29      | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                      | Westlake Corp                                                                                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1180.48      | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31388LP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       253 | PA      | $259.25       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31374NBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       431 | PA      | $432.50       | 0.00%             | 2025-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                            | Arthur J Gallagher & Co                                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3502.00      | 0.03%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                                            | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2528.22      | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       858 | PA      | $892.22       | 0.01%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                | Emera US Finance LP                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6249.92      | 0.06%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                          | Mylan Inc                                                                                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2246.19      | 0.02%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31292HAJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       142 | PA      | $148.89       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6939.92      | 0.07%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407CRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       842 | PA      | $846.84       | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202997 | PA      | $195395.57    | 1.84%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3598.90      | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                             | Advanced Micro Devices Inc                                                                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4421.45      | 0.04%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                         | PacifiCorp                                                                                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2125.38      | 0.02%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3468.75      | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3583.52      | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                              | Lincoln National Corp                                                                          | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5287.90      | 0.05%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49814 | PA      | $45089.31     | 0.42%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                         | Masco Corp                                                                                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1850.02      | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                               | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2265.15      | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                     | Phillips 66 Co                                                                                 | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2767.50      | 0.03%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      5000 | PA      | $3725.30      | 0.04%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                          | ONEOK Inc                                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3709.20      | 0.03%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                                   | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2418.48      | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31405KHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       121 | PA      | $121.90       | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11532 | PA      | $11817.37     | 0.11%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                           | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1667.32      | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2014-CR14 Mortgage Trust                                                                  | CUSIP: 12630DBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24356.33     | 0.23%             | 2047-02-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31400SE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       903 | PA      | $934.50       | 0.01%             | 2033-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences Inc                                                                            | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4139.60      | 0.04%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406ST37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2724 | PA      | $2847.78      | 0.03%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                | Block Financial LLC                                                                            | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4243.00      | 0.04%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3346.52      | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2014-LC16                                                | CUSIP: 94988XAZ9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     28250 | PA      | $23831.85     | 0.22%             | 2050-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1824.70      | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2015-GS1                                                          | CUSIP: 36252AAK2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $20061.86     | 0.19%             | 2048-11-10      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                        | Equinix Inc                                                                                    | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      7000 | PA      | $6340.53      | 0.06%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31390L6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       220 | PA      | $231.07       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1283.30      | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1656.76      | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                                    | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      4000 | PA      | $3799.24      | 0.04%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                    | CMS Energy Corp                                                                                | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6369.58      | 0.06%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                            | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4719.15      | 0.04%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                             | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5381.52      | 0.05%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2016.42      | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                                            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1375.34      | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                 | Conagra Brands Inc                                                                             | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1858.44      | 0.02%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6132.28      | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5078.82      | 0.05%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                | Cardinal Health Inc                                                                            | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3884.04      | 0.04%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    167000 | PA      | $118726.56    | 1.12%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2491.44      | 0.02%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66 Co                                                                                 | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6977.76      | 0.07%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                  | Travelers Cos Inc/The                                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2498.24      | 0.02%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RLM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3464 | PA      | $3487.25      | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                     | Amazon.com Inc                                                                                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1883.00      | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                       | CD 2019-CD8 Mortgage Trust                                                                     | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $54427.45     | 0.51%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| United Mexican States                              | Mexico Government International Bond                                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     20000 | PA      | $16155.80     | 0.15%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                | LYB International Finance III LLC                                                              | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2010.72      | 0.02%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                           | Memorial Sloan-Kettering Cancer Center                                                         | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5789.35      | 0.05%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                            | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2467.11      | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                   | Peruvian Government International Bond                                                         | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11000 | PA      | $10914.53     | 0.10%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                    | Sealed Air Corp                                                                                | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10361.88     | 0.10%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                           | Corporate Office Properties LP                                                                 | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      5000 | PA      | $3849.15      | 0.04%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US LONG BOND(CBT) MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $2229.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                           | Microchip Technology Inc                                                                       | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7841.76      | 0.07%             | 2023-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp                                                                | CUSIP: 3134A1Z60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $64663.20     | 0.61%             | 2026-06-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2569.26      | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                           | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3965.55      | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                          | Hess Corp                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1893.72      | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                   | Progressive Corp/The                                                                           | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9553.61      | 0.09%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                           | Cheniere Corpus Christi Holdings LLC                                                           | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7039.62      | 0.07%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5004.23      | 0.05%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1789 | PA      | $317.65       | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83000 | PA      | $79991.25     | 0.75%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31390RXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1582 | PA      | $1644.98      | 0.02%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                           | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14119.80     | 0.13%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                   | ArcelorMittal SA                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     15000 | PA      | $14954.10     | 0.14%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                  | Tampa Electric Co                                                                              | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3515.25      | 0.03%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4692.20      | 0.04%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                                | CUSIP: 126650CS7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5951.82      | 0.06%             | 2024-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                | Block Financial LLC                                                                            | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2627.58      | 0.02%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                          | Jabil Inc                                                                                      | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9463.60      | 0.09%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6422.50      | 0.06%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                               | Kansas City Southern/Old                                                                       | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2141.31      | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                       | Stryker Corp                                                                                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5696.25      | 0.05%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                    | McDonald's Corp                                                                                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6489.00      | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                            | Public Service Co of Colorado                                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4762.60      | 0.04%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    437000 | PA      | $420185.74    | 3.96%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406BZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1953 | PA      | $1924.93      | 0.02%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                        | Exelon Corp                                                                                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3513.60      | 0.03%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6862.00      | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402N2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3359 | PA      | $3425.40      | 0.03%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                         | 3M Co                                                                                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1373.78      | 0.01%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2540.52      | 0.02%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                 | Athene Holding Ltd                                                                             | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      7000 | PA      | $7053.34      | 0.07%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39000 | PA      | $24917.34     | 0.23%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                                            | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      6000 | PA      | $5083.08      | 0.05%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                           | Devon Energy Corp                                                                              | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3442.64      | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                | Eastman Chemical Co                                                                            | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3312.76      | 0.03%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3746.48      | 0.04%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31400YY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       498 | PA      | $520.57       | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                | Petroleos Mexicanos                                                                            | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $7873.00      | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2987.12      | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240420 | PA      | $225363.94    | 2.12%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6926.85      | 0.07%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31404QKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4473 | PA      | $4675.65      | 0.04%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31400UF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1570 | PA      | $1635.00      | 0.02%             | 2033-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297CGN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1210 | PA      | $1289.51      | 0.01%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1822.36      | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4361.95      | 0.04%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                     | Clorox Co/The                                                                                  | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4775.10      | 0.04%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                | Otis Worldwide Corp                                                                            | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4681.85      | 0.04%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| E.I. DU PONT DE NEMOURS                            | EI du Pont de Nemours and Co                                                                   | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5022.90      | 0.05%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406YT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       517 | PA      | $540.65       | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                                            | CUSIP: 37331NAH4<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8721.00      | 0.08%             | 2025-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2385.96      | 0.02%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296NK55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       889 | PA      | $929.67       | 0.01%             | 2033-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                           | Kaiser Foundation Hospitals                                                                    | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3400.15      | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                             | CUSIP: 31282YBM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        69 | PA      | $3.28         | 0.00%             | 2024-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                            | Shell International Finance BV                                                                 | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |      6000 | PA      | $4754.10      | 0.04%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                           | Visa Inc                                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3029.64      | 0.03%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1585.70      | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                      | CME Group Inc                                                                                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1928.00      | 0.02%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $2347.59      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                              | CUSIP: 3136A14B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128561 | PA      | $15080.81     | 0.14%             | 2041-11-25      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2568.72      | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403RUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2379 | PA      | $2486.70      | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                               | Boston Properties LP                                                                           | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      5000 | PA      | $5163.55      | 0.05%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                  | EOG Resources Inc                                                                              | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2869.53      | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36290VJ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       571 | PA      | $598.82       | 0.01%             | 2036-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1391.42      | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                           | American Water Capital Corp                                                                    | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7377.28      | 0.07%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                       | Danaher Corp                                                                                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5987.79      | 0.06%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $417192.19    | 3.93%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31390FA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       191 | PA      | $200.19       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4547.55      | 0.04%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | Southern Co/The                                                                                | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5420.34      | 0.05%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                           | TWDC Enterprises 18 Corp                                                                       | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3455.96      | 0.03%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2728.84      | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4112.00      | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                     | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6701.94      | 0.06%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3456.95      | 0.03%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                  | EOG Resources Inc                                                                              | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1891.94      | 0.02%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                             | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4845.35      | 0.05%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                      | Sempra Energy                                                                                  | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3144.88      | 0.03%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4084.50      | 0.04%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                       | QUALCOMM Inc                                                                                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2601.63      | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                              | Texas Instruments Inc                                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3529.52      | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                           | Corporate Office Properties LP                                                                 | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      5000 | PA      | $4418.50      | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3566.80      | 0.03%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31371FDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       841 | PA      | $855.50       | 0.01%             | 2025-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                                              | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5888.52      | 0.06%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                              | TransCanada PipeLines Ltd                                                                      | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6649.23      | 0.06%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc                                                                                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1637.74      | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                    | Life Storage LP                                                                                | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              |  | US        |      8000 | PA      | $6207.36      | 0.06%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                                                            | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5847.90      | 0.06%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406XUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2769 | PA      | $2896.32      | 0.03%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PJS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10610 | PA      | $11100.36     | 0.10%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                           | Interstate Power and Light Co                                                                  | CUSIP: 461070AM6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7626.16      | 0.07%             | 2025-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200KU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16796 | PA      | $17512.92     | 0.16%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                     | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211781 | PA      | $182925.42    | 1.72%             | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31391VGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       441 | PA      | $453.02       | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                                            | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2631.36      | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                   | Altria Group Inc                                                                               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1481.56      | 0.01%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                              | Flowserve Corp                                                                                 | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5230.75      | 0.05%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $1962.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1763.14      | 0.02%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey            | PORT AUTH OF NEW YORK & NEW JERSEY NY                                                          | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $21693.51     | 0.20%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                                             | CUSIP: 74456QBC9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7925.04      | 0.07%             | 2023-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2448.09      | 0.02%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.28      | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    334000 | PA      | $284082.66    | 2.68%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UDR INC                                            | UDR Inc                                                                                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |      5000 | PA      | $3713.40      | 0.03%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                                 | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3959.25      | 0.04%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407JRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1005 | PA      | $1010.43      | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                               | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4562.60      | 0.04%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                         | FedEx Corp                                                                                     | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6187.76      | 0.06%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3206.30      | 0.03%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3484.55      | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                    | AstraZeneca PLC                                                                                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1793.60      | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36290SWM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3049 | PA      | $3213.61      | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                | Carrier Global Corp                                                                            | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2148.78      | 0.02%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36294STV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1219 | PA      | $1296.22      | 0.01%             | 2036-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                           | Selective Insurance Group Inc                                                                  | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2557.83      | 0.02%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140E0VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3883 | PA      | $3596.52      | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31371KHA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1028 | PA      | $1065.16      | 0.01%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                           | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5678.55      | 0.05%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                            | Southern Co Gas Capital Corp                                                                   | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3010.76      | 0.03%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                    | Chevron USA Inc                                                                                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3862.24      | 0.04%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                           | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1907.84      | 0.02%             | 2026-01-23      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      4000 | PA      | $3594.68      | 0.03%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp                                                                                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2718.12      | 0.03%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403YT60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1821 | PA      | $1902.65      | 0.02%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                     | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35906 | PA      | $30394.14     | 0.29%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts Inc                                                                         | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6150.55      | 0.06%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3700.16      | 0.03%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1763.84      | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126000 | PA      | $122963.20    | 1.16%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                            | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5327.58      | 0.05%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                              | Reynolds American Inc                                                                          | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3914.40      | 0.04%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                              | CUSIP: 31393TFP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14342 | PA      | $557.97       | 0.01%             | 2042-12-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406KL40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2197 | PA      | $2297.96      | 0.02%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                                              | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2000.18      | 0.02%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2685.30      | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                          | ONEOK Inc                                                                                      | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5018.20      | 0.05%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                             | Hartford Financial Services Group Inc/The                                                      | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5014.20      | 0.05%             | 2047-02-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                  | Cisco Systems Inc                                                                              | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3238.38      | 0.03%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10966 | PA      | $10683.82     | 0.10%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2519.91      | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1918.65      | 0.02%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31000 | PA      | $27241.25     | 0.26%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                              | Prospect Capital Corp                                                                          | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5838.56      | 0.05%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31287LER9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1312 | PA      | $1382.78      | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                | Estee Lauder Cos Inc/The                                                                       | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2575.83      | 0.02%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                       | NiSource Inc                                                                                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4457.80      | 0.04%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4319.50      | 0.04%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                              | Gray Oak Pipeline LLC                                                                          | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7264.56      | 0.07%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3409.16      | 0.03%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6599.39      | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                             | CUSIP: 3137AKPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1689 | PA      | $17.22        | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4903.50      | 0.05%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                           | Constellation Brands Inc                                                                       | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3370.80      | 0.03%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                     | Merck & Co Inc                                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1713.84      | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                 | Meta Platforms Inc                                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7946.51      | 0.07%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                               | BAT International Finance PLC                                                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4426.95      | 0.04%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31391PBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       488 | PA      | $511.26       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407LXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1110 | PA      | $1161.54      | 0.01%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                           | Tyco Electronics Group SA                                                                      | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2767.74      | 0.03%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                              | TotalEnergies Capital International SA                                                         | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4642.10      | 0.04%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                           | Uruguay Government International Bond                                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     14040 | PA      | $13793.88     | 0.13%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36291SDE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1174 | PA      | $1184.59      | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                           | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8020.26      | 0.08%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                               | Kraft Heinz Foods Co                                                                           | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3685.84      | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                             | CUSIP: 3133TAFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       577 | PA      | $55.79        | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1826.61      | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                  | General Motors Co                                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2452.95      | 0.02%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                  | Sysco Corp                                                                                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1850.84      | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                               | Cantor Fitzgerald LP                                                                           | CUSIP: 138616AE7<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6867.00      | 0.06%             | 2024-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                            | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3501.08      | 0.03%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36241KAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3345 | PA      | $3252.67      | 0.03%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140X6AQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55963 | PA      | $49689.93     | 0.47%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                               | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1749.76      | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7320.80      | 0.07%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                     | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AK3<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8532.99      | 0.08%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36074 | PA      | $35185.90     | 0.33%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1372.80      | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                          | Jabil Inc                                                                                      | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1862.84      | 0.02%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406VV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1653 | PA      | $1728.90      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.26      | 0.02%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5417.94      | 0.05%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296WPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1307 | PA      | $1367.63      | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                              | Applied Materials Inc                                                                          | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3613.40      | 0.03%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                           | Bain Capital Specialty Finance Inc                                                             | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6895.52      | 0.06%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                             | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1831.50      | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36294SCC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       603 | PA      | $630.00       | 0.01%             | 2036-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                                         | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2631.93      | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                             | CUSIP: 31393RTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7814 | PA      | $1252.69      | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4596.85      | 0.04%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                | Dominion Energy Inc                                                                            | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5286.18      | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2827.68      | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                  | L3Harris Technologies Inc                                                                      | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3821.88      | 0.04%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                             | Trane Technologies Luxembourg Finance SA                                                       | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |      7000 | PA      | $6812.05      | 0.06%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                        | Walmart Inc                                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4076.90      | 0.04%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                            | HCA Inc                                                                                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20977.32     | 0.20%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                           | Healthcare Realty Holdings LP                                                                  | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |      5000 | PA      | $3780.95      | 0.04%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                     | Merck & Co Inc                                                                                 | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6710.48      | 0.06%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                             | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        84 | PA      | $77.52        | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6871.04      | 0.06%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                           | Florida Power & Light Co                                                                       | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6707.40      | 0.06%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                                             | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2926.60      | 0.03%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                           | Johnson Controls International plc                                                             | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      3000 | PA      | $2486.28      | 0.02%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       790 | PA      | $827.22       | 0.01%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System | UNIV OF TEXAS TX UNIV REVENUES                                                                 | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7690.40      | 0.07%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31388PE64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1331 | PA      | $1348.33      | 0.01%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3820.76      | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                     | Brunswick Corp/DE                                                                              | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3672.95      | 0.03%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending              | Cantor Commercial Real Estate Lending 2019-CF3                                                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $29359.53     | 0.28%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                           | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1504.82      | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                       | 7-Eleven Inc                                                                                   | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6124.51      | 0.06%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                           | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5801.22      | 0.05%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                    | Dollar Tree Inc                                                                                | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6836.27      | 0.06%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KEBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       951 | PA      | $1013.53      | 0.01%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                | Northern Trust Corp                                                                            | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5285.60      | 0.05%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406WB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3884 | PA      | $3905.97      | 0.04%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                  | Brown-Forman Corp                                                                              | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1753.10      | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68183 | PA      | $61893.19     | 0.58%             | 2053-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36203L4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       724 | PA      | $724.05       | 0.01%             | 2024-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                                   | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5324.58      | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2019.12      | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296WZF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2851 | PA      | $2984.18      | 0.03%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEMC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3347 | PA      | $460.05       | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $3849.30      | 0.04%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                  | Suncor Energy Inc                                                                              | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2280.51      | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296UZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       643 | PA      | $672.51       | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                                   | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11667.84     | 0.11%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC                                                                             | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1775.94      | 0.02%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                      | Aircastle Ltd                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      5000 | PA      | $4707.40      | 0.04%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402D4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2961 | PA      | $2918.59      | 0.03%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                               | Lockheed Martin Corp                                                                           | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4763.30      | 0.04%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                     | Microsoft Corp                                                                                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3731.44      | 0.04%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2712.64      | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                           | Duke Energy Progress LLC                                                                       | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7529.13      | 0.07%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31298CVU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2482 | PA      | $2743.38      | 0.03%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                           | Prudential Financial Inc                                                                       | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6706.07      | 0.06%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153463 | PA      | $139394.58    | 1.31%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group Inc                                                                         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5670.72      | 0.05%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36213E7L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2521 | PA      | $2656.81      | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2795.61      | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31400C2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7323 | PA      | $7465.54      | 0.07%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2019-GSA1                                                         | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $48697.33     | 0.46%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                                            | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2258.52      | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                                             | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5126.52      | 0.05%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                | Electronic Arts Inc                                                                            | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2360.58      | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                                            | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4817.95      | 0.05%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1164 | PA      | $1218.36      | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                            | Fidelity National Information Services Inc                                                     | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2494.47      | 0.02%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31405KLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1260 | PA      | $1316.86      | 0.01%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3109.96      | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                                             | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4502.68      | 0.04%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                                         | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2294.04      | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1825.95      | 0.02%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                            | GA Global Funding Trust                                                                        | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4437.30      | 0.04%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402A6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2253 | PA      | $2354.60      | 0.02%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                  | ILLINOIS ST                                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9597.39      | 0.09%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4753.10      | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406V3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1943 | PA      | $2032.21      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                                            | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2291.70      | 0.02%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                                           | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2610.69      | 0.02%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31381DX26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       224 | PA      | $231.09       | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                                      | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2416.29      | 0.02%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                             | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1746.14      | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2594.67      | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                  | Novant Health Inc                                                                              | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3345.80      | 0.03%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36290RXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1796 | PA      | $1746.32      | 0.02%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2630.48      | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                          | Aetna Inc                                                                                      | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3889.12      | 0.04%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                           | Fox Corp                                                                                       | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3537.28      | 0.03%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENRGY TRANS LP/REG FIN                             | Energy Transfer LP / Regency Energy Finance Corp                                               | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3965.36      | 0.04%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36290YUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1390 | PA      | $1351.41      | 0.01%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                        | Corning Inc                                                                                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1556.36      | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       622 | PA      | $650.95       | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                                                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      5000 | PA      | $3372.65      | 0.03%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2674.59      | 0.03%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                                                        | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7446.24      | 0.07%             | 2023-04-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                             | Church & Dwight Co Inc                                                                         | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4003.90      | 0.04%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1248 | PA      | $1305.31      | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403TGC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1856 | PA      | $1828.86      | 0.02%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                                        | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4229.15      | 0.04%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3414.20      | 0.03%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                             | Chubb INA Holdings Inc                                                                         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5206.92      | 0.05%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402JR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       368 | PA      | $362.69       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                           | Stanley Black & Decker Inc                                                                     | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4220.90      | 0.04%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6621.12      | 0.06%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                        | Nutrien Ltd                                                                                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3529.68      | 0.03%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200KVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4004 | PA      | $4150.75      | 0.04%             | 2033-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp                            | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9551.20      | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31376LF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99 | PA      | $99.35        | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2056 | PA      | $359.42       | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    303000 | PA      | $249975.00    | 2.35%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1788.42      | 0.02%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1581.36      | 0.01%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239923 | PA      | $203035.41    | 1.91%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4758.42      | 0.04%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2669.85      | 0.03%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: S95VEAG06 CDS USD R F  5.00000 2 CCPCDX / Short: S95VEAG06 CDS USD P V 03MEVENT 1 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    408522 | OU      | $3066.91      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $3531.25      | 0.03%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3712.55      | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31371LNM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       720 | PA      | $746.30       | 0.01%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                             | ConocoPhillips Co                                                                              | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3464.28      | 0.03%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6344.32      | 0.06%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3793.55      | 0.04%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                           | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2772.75      | 0.03%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1972.26      | 0.02%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402N2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2672 | PA      | $2792.18      | 0.03%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                   | BAT Capital Corp                                                                               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4802.45      | 0.05%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36202KYM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        77 | PA      | $75.18        | 0.00%             | 2026-02-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                     | Amazon.com Inc                                                                                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2593.62      | 0.02%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5607.52      | 0.05%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                   | Ryder System Inc                                                                               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6373.50      | 0.06%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31401KTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3012 | PA      | $3147.87      | 0.03%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                  | Ares Capital Corp                                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4016.40      | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                           | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4002.65      | 0.04%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4087.30      | 0.04%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                               | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4913.93      | 0.05%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                                              | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6116.76      | 0.06%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                           | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2319.78      | 0.02%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5241.00      | 0.05%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                         | Biogen Inc                                                                                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2438.28      | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                    | Yamana Gold Inc                                                                                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $4492.80      | 0.04%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                            | Becton Dickinson and Co                                                                        | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2646.12      | 0.02%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                 | Sonoco Products Co                                                                             | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4059.45      | 0.04%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1972 | PA      | $2062.93      | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406V5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2467 | PA      | $2580.76      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                 | Raytheon Technologies Corp                                                                     | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5489.12      | 0.05%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2283.33      | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3863.60      | 0.04%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                             | CUSIP: 31282YAX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.00         | 0.00%             | 2023-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                             | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2713.60      | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                | Dollar General Corp                                                                            | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3584.92      | 0.03%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                                             | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3691.25      | 0.03%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                       | NiSource Inc                                                                                   | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1561.92      | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | Ford Motor Co                                                                                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5685.78      | 0.05%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                            | Empower Finance 2020 LP                                                                        | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6677.20      | 0.06%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                              | Lincoln National Corp                                                                          | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6002.88      | 0.06%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                                        | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7004.48      | 0.07%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences Inc                                                                            | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3874.92      | 0.04%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2703.39      | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                   | Altria Group Inc                                                                               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1303.48      | 0.01%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                      | Westlake Corp                                                                                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1970.01      | 0.02%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                           | PVH Corp                                                                                       | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6759.69      | 0.06%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31294CRZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       584 | PA      | $593.46       | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4390.61      | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4161.70      | 0.04%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | Corebridge Financial Inc                                                                       | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13138.50     | 0.12%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3968.70      | 0.04%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                      | Owens Corning                                                                                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2337.42      | 0.02%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16435.00     | 0.15%             | 2025-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NNU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1617 | PA      | $1710.09      | 0.02%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                           | Cleveland Electric Illuminating Co/The                                                         | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5617.98      | 0.05%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406D2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1536 | PA      | $1606.04      | 0.02%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8020.17      | 0.08%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31292GYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $20.76        | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                           | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4422.95      | 0.04%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36291L3K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       272 | PA      | $272.51       | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RQX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2793 | PA      | $2811.64      | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                   | Carlisle Cos Inc                                                                               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5321.75      | 0.05%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-550.69      | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                         | Intel Corp                                                                                     | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5600.34      | 0.05%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4962.60      | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                           | AT&T Inc                                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1903.36      | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7066.53      | 0.07%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                   | WFRBS Commercial Mortgage Trust 2013-C17                                                       | CUSIP: 92938GAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $24535.15     | 0.23%             | 2046-12-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                  | Tampa Electric Co                                                                              | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4927.20      | 0.05%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2366.64      | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities           | Freddie Mac Structured Pass-Through Certificates                                               | CUSIP: 31394JY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270023 | PA      | $832.51       | 0.01%             | 2043-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4053.75      | 0.04%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                | Elevance Health Inc                                                                            | CUSIP: 94973VBA4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5996.82      | 0.06%             | 2023-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2433.99      | 0.02%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3911.35      | 0.04%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                                           | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5698.74      | 0.05%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166900 | PA      | $150575.09    | 1.42%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297H3Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1606 | PA      | $1584.86      | 0.01%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                   | Genuine Parts Co                                                                               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2413.77      | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                  | Tampa Electric Co                                                                              | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6479.28      | 0.06%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                                  | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7610.48      | 0.07%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1911.72      | 0.02%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                         | Pfizer Inc                                                                                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1884.20      | 0.02%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                   | Peruvian Government International Bond                                                         | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     15000 | PA      | $8805.90      | 0.08%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                                        | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9096.50      | 0.09%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                         | Leidos Inc                                                                                     | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4805.40      | 0.05%             | 2025-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                   | WFRBS Commercial Mortgage Trust 2014-LC14                                                      | CUSIP: 96221TAG2<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     58000 | PA      | $56139.63     | 0.53%             | 2047-03-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31371LJF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       390 | PA      | $401.19       | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                      | Medtronic Inc                                                                                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1859.26      | 0.02%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                     | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2321.07      | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                      | Ingredion Inc                                                                                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1448.10      | 0.01%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406SUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2071 | PA      | $2165.40      | 0.02%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5877.76      | 0.06%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                        | Exelon Corp                                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4656.70      | 0.04%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407CFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       575 | PA      | $578.45       | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                            | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1866.72      | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31294BUC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       136 | PA      | $137.10       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407BXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       876 | PA      | $881.10       | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                             | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2235.57      | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                                                      | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $9479.47      | 0.09%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                            | American Electric Power Co Inc                                                                 | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2455.98      | 0.02%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7706.60      | 0.07%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                     | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41845 | PA      | $39554.07     | 0.37%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                                             | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      5000 | PA      | $4336.20      | 0.04%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31386ACZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       199 | PA      | $205.26       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                            | UDR Inc                                                                                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |      5000 | PA      | $4173.25      | 0.04%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5410.70      | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                         | Eaton Corp                                                                                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1862.78      | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                              | RPM International Inc                                                                          | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1864.58      | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                     | Starbucks Corp                                                                                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3811.32      | 0.04%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3576.80      | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1660.82      | 0.02%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62387 | PA      | $56469.49     | 0.53%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                        | Ameren Corp                                                                                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4780.15      | 0.05%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       638 | PA      | $683.16       | 0.01%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                | Highwoods Realty LP                                                                            | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      5000 | PA      | $4502.25      | 0.04%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8117.10      | 0.08%             | 2024-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2908.08      | 0.03%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                                            | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2588.64      | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                            | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3973.68      | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31404HRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1410 | PA      | $1502.44      | 0.01%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 31364HJ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       138 | PA      | $6.36         | 0.00%             | 2024-07-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6576.85      | 0.06%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31410G6J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9290 | PA      | $9563.69      | 0.09%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4522.15      | 0.04%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                    | NGPL PipeCo LLC                                                                                | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6517.44      | 0.06%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2748.81      | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2429.01      | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | Enbridge Inc                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      9000 | PA      | $8134.74      | 0.08%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                  | General Motors Co                                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1645.18      | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                    | Weyerhaeuser Co                                                                                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |      5000 | PA      | $3790.00      | 0.04%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36290SKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5644 | PA      | $5487.90      | 0.05%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31404RTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1439 | PA      | $1444.15      | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402WPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2758 | PA      | $2881.85      | 0.03%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3138WLBN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97074 | PA      | $90751.75     | 0.85%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                 | Conagra Brands Inc                                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2837.73      | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1675.62      | 0.02%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                           | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1853.22      | 0.02%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                  | ITC Holdings Corp                                                                              | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5074.20      | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                               | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7446.00      | 0.07%             | 2026-04-30      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297FAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       826 | PA      | $862.26       | 0.01%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4896.48      | 0.05%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3210.72      | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                                            | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2162.73      | 0.02%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    323157 | PA      | $273327.48    | 2.57%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                            | Simon Property Group LP                                                                        | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      4000 | PA      | $3733.20      | 0.04%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                           | George Washington University/The                                                               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6693.60      | 0.06%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                           | Capital One Financial Corp                                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6608.35      | 0.06%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7213.04      | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                                              | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3115.26      | 0.03%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31401HAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1226 | PA      | $1284.05      | 0.01%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                           | Huntsman International LLC                                                                     | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5391.36      | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1640.32      | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                                            | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5268.15      | 0.05%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCMA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6723 | PA      | $5176.44      | 0.05%             | 2034-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                           | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2746.32      | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1888.26      | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                           | Apollo Management Holdings LP                                                                  | CUSIP: 03765HAE1<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5880.14      | 0.06%             | 2050-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2577.78      | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4965.54      | 0.05%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    239000 | PA      | $261294.22    | 2.46%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                                           | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3401.96      | 0.03%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11848.90     | 0.11%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                            | Oncor Electric Delivery Co LLC                                                                 | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1627.78      | 0.02%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2539.74      | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5975.20      | 0.06%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36202KBC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $4.88         | 0.00%             | 2023-02-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2343.39      | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                              | Helmerich & Payne Inc                                                                          | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4048.15      | 0.04%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22490 | PA      | $21740.74     | 0.20%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                           | CSX Corp                                                                                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3498.32      | 0.03%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1577.38      | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31404PEV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       416 | PA      | $443.50       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                                            | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3275.10      | 0.03%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 3128K6LA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1375 | PA      | $1383.80      | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2936.56      | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4116.70      | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                         | Zoetis Inc                                                                                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10375.60     | 0.10%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3740.72      | 0.04%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                           | Berkshire Hathaway Energy Co                                                                   | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3151.65      | 0.03%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                      | MASTR Alternative Loan Trust 2003-5                                                            | CUSIP: 576434FN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       720 | PA      | $89.50        | 0.00%             | 2018-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                                     | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3786.04      | 0.04%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32004 | PA      | $30533.46     | 0.29%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                         | Dover Corp                                                                                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2607.60      | 0.02%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200KVF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2672 | PA      | $2706.17      | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                 | Raytheon Technologies Corp                                                                     | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1818.02      | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                             | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3585.96      | 0.03%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                   | WPP Finance 2010                                                                               | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $7748.48      | 0.07%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                   | BAT Capital Corp                                                                               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3666.08      | 0.03%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 31364HF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141 | PA      | $2.65         | 0.00%             | 2023-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2128 | PA      | $393.28       | 0.00%             | 2033-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2018-GS9                                                          | CUSIP: 36255NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $22926.41     | 0.22%             | 2051-03-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                           | Everest Reinsurance Holdings Inc                                                               | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $3107.05      | 0.03%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                  | Vornado Realty LP                                                                              | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      4000 | PA      | $3388.48      | 0.03%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                     | Merck & Co Inc                                                                                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8606.20      | 0.08%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                           | Apollo Management Holdings LP                                                                  | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4866.72      | 0.05%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2651.25      | 0.02%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      5000 | PA      | $4070.75      | 0.04%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4205.85      | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                | Otis Worldwide Corp                                                                            | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2522.16      | 0.02%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2571.00      | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403YB69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3045 | PA      | $3182.10      | 0.03%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences Inc                                                                            | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1930.56      | 0.02%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                             | Roper Technologies Inc                                                                         | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1734.54      | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                                            | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      6000 | PA      | $5456.22      | 0.05%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                                                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4317.80      | 0.04%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296UZL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1315 | PA      | $1376.40      | 0.01%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                             | Teck Resources Ltd                                                                             | CUSIP: 878742AZ8<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1795.06      | 0.02%             | 2043-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406JDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       913 | PA      | $953.97       | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4752.35      | 0.04%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                           | CSX Corp                                                                                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5101.74      | 0.05%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                         | Leidos Inc                                                                                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6319.81      | 0.06%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1856.94      | 0.02%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                           | Corporate Office Properties LP                                                                 | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      3000 | PA      | $2245.74      | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2457.78      | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22549 | PA      | $22522.97     | 0.21%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                                             | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2837.07      | 0.03%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200KRJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13239 | PA      | $13712.56     | 0.13%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                              | Novartis Capital Corp                                                                          | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3399.84      | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3012.24      | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                             | Trane Technologies Luxembourg Finance SA                                                       | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |      4000 | PA      | $3687.04      | 0.03%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                                          | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1868.79      | 0.02%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                         | Intel Corp                                                                                     | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2921.40      | 0.03%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4334.20      | 0.04%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11000 | PA      | $6831.22      | 0.06%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31371HQV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1050 | PA      | $1107.66      | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66                                                                                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6397.84      | 0.06%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3855.12      | 0.04%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36208SNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5037 | PA      | $5124.04      | 0.05%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1903.53      | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                            | Southwestern Electric Power Co                                                                 | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4584.55      | 0.04%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406XUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1380 | PA      | $1443.63      | 0.01%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                       | Avangrid Inc                                                                                   | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5751.30      | 0.05%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                                         | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      5000 | PA      | $3121.90      | 0.03%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297M2R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2390 | PA      | $2502.94      | 0.02%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                   | Ventas Realty LP                                                                               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      7000 | PA      | $6476.19      | 0.06%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5265.28      | 0.05%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                               | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1784.22      | 0.02%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3138A9CW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30367 | PA      | $29265.95     | 0.28%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2683.92      | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FNX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $48801.98     | 0.46%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406WAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3886 | PA      | $3908.39      | 0.04%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3021.12      | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                      | Allstate Corp/The                                                                              | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8476.20      | 0.08%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                         | Zoetis Inc                                                                                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2773.59      | 0.03%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3696.55      | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                    | Xcel Energy Inc                                                                                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2675.85      | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4128.50      | 0.04%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                       | Newmont Corp                                                                                   | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4604.60      | 0.04%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31383GYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       322 | PA      | $332.28       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402ES74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3555 | PA      | $3715.26      | 0.03%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2762.46      | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                               | Keurig Dr Pepper Inc                                                                           | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1503.72      | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                               | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5122.25      | 0.05%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7522.24      | 0.07%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10396.20     | 0.10%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 31364HB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $0.01         | 0.00%             | 2023-08-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                    | CSL Finance PLC                                                                                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $5648.70      | 0.05%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                    | Oklahoma Gas and Electric Co                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2606.64      | 0.02%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4421.34      | 0.04%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1365 | PA      | $1428.08      | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) MAR23                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         5 | NC      | $1662.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                            | Empower Finance 2020 LP                                                                        | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $6009.20      | 0.06%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                   | Paramount Global                                                                               | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4488.25      | 0.04%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31402ESC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5490 | PA      | $5737.19      | 0.05%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                           | Precision Castparts Corp                                                                       | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5248.02      | 0.05%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4987.36      | 0.05%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                             | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $3776.05      | 0.04%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31293QGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4443 | PA      | $4565.87      | 0.04%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                           | KLA Corp                                                                                       | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2174.94      | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31371LNC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       562 | PA      | $593.38       | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3639.16      | 0.03%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3118.40      | 0.03%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                       | Vontier Corp                                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4362.90      | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                            | Digital Realty Trust LP                                                                        | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      8000 | PA      | $7151.20      | 0.07%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2406.84      | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2722.65      | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                         | Ecolab Inc                                                                                     | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14270.06     | 0.13%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3572.80      | 0.03%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36209NXR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6050 | PA      | $6174.92      | 0.06%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                | Georgia-Pacific LLC                                                                            | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5481.54      | 0.05%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119973 | PA      | $108755.45    | 1.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 2020-B                                                            | CUSIP: 34533GAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17745 | PA      | $17533.38     | 0.17%             | 2024-10-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                | Vulcan Materials Co                                                                            | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1899.18      | 0.02%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11594 | PA      | $10720.24     | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                     | Salesforce Inc                                                                                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6405.36      | 0.06%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                            | NOV Inc                                                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4397.80      | 0.04%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1956.28      | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                | Dow Chemical Co/The                                                                            | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2696.16      | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                      | Citigroup Inc                                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7825.41      | 0.07%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                   | Altria Group Inc                                                                               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2257.47      | 0.02%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140X5VH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82389 | PA      | $79048.06     | 0.74%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3725.64      | 0.04%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                 | Union Pacific Corp                                                                             | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3940.55      | 0.04%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                           | Regeneron Pharmaceuticals Inc                                                                  | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4645.38      | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4982.10      | 0.05%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                | Rockwell Automation Inc                                                                        | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1717.02      | 0.02%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5210.70      | 0.05%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                            | PartnerRe Finance B LLC                                                                        | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3422.60      | 0.03%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KC6G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2572 | PA      | $2772.49      | 0.03%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                            | Walt Disney Co/The                                                                             | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1830.22      | 0.02%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3336.55      | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4056 | PA      | $488.27       | 0.00%             | 2035-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                        | Workday Inc                                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4676.60      | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 3140JLKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55756 | PA      | $54933.86     | 0.52%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403CCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       100 | PA      | $104.00       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M5YJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15503 | PA      | $15974.43     | 0.15%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                  | Flowers Foods Inc                                                                              | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2412.78      | 0.02%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                           | Cintas Corp No 2                                                                               | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7520.80      | 0.07%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406VFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       763 | PA      | $797.23       | 0.01%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2015-C32                                            | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $14499.32     | 0.14%             | 2048-11-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                   | Coca-Cola Co/The                                                                               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2018.94      | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6826.89      | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                             | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3854.08      | 0.04%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                           | Plains All American Pipeline LP / PAA Finance Corp                                             | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2607.27      | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group Inc                                                                       | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1972.98      | 0.02%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296R5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       879 | PA      | $919.17       | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7192.40      | 0.07%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1378.60      | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RPA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1069 | PA      | $1075.86      | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    786377 | PA      | $639922.15    | 6.03%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                               | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6738.76      | 0.06%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                             | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      8000 | PA      | $6653.20      | 0.06%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5043.42      | 0.05%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1401.40      | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                              | Norfolk Southern Corp                                                                          | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3294.32      | 0.03%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                    | Tyson Foods Inc                                                                                | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4837.20      | 0.05%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $5478.75      | 0.05%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36291SMS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1406 | PA      | $1366.81      | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5311.68      | 0.05%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3952.04      | 0.04%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31417SAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       558 | PA      | $552.83       | 0.01%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                             | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4476.30      | 0.04%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69347 | PA      | $61695.46     | 0.58%             | 2038-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                           | Prudential Financial Inc                                                                       | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3925.10      | 0.04%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                            | GlaxoSmithKline Capital PLC                                                                    | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4613.05      | 0.04%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                           | Archer-Daniels-Midland Co                                                                      | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3711.84      | 0.03%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31401JLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1173 | PA      | $1226.25      | 0.01%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3735.64      | 0.04%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31381C5R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $11.95        | 0.00%             | 2023-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                              | Waste Connections Inc                                                                          | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3328.60      | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31406AZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3068 | PA      | $3023.90      | 0.03%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3000 | PA      | $2882.22      | 0.03%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                               | WEC Energy Group Inc                                                                           | CUSIP: 976657AL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1912.98      | 0.02%             | 2025-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                              | General Dynamics Corp                                                                          | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4451.80      | 0.04%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                           | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6354.67      | 0.06%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                         | Pfizer Inc                                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2646.96      | 0.02%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                        | Viatris Inc                                                                                    | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1238.90      | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4269.65      | 0.04%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3140.68      | 0.03%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31374CK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11168 | PA      | $11444.20     | 0.11%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4808.40      | 0.05%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407LWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       248 | PA      | $259.53       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       284 | PA      | $296.85       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences Inc                                                                            | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2712.36      | 0.03%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                                                      | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $3451.76      | 0.03%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36291N2T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       575 | PA      | $592.75       | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                            | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3736.28      | 0.04%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JWA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $329.04       | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                               | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8212.05      | 0.08%             | 2024-09-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                             | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2805.51      | 0.03%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3671.95      | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                   | ERP Operating LP                                                                               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |      8000 | PA      | $6800.24      | 0.06%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36208PNX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       600 | PA      | $611.11       | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2013-C12                                            | CUSIP: 46639NAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000 | PA      | $14824.52     | 0.14%             | 2045-07-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                             | Williams Cos Inc/The                                                                           | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4259.95      | 0.04%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2142.24      | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                            | Duquesne Light Holdings Inc                                                                    | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6234.69      | 0.06%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                                              | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3062.67      | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                              | Southwest Airlines Co                                                                          | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5793.06      | 0.05%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                        | PepsiCo Inc                                                                                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4886.49      | 0.05%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                | CommonSpirit Health                                                                            | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13449.12     | 0.13%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                   | Peruvian Government International Bond                                                         | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10000 | PA      | $7312.20      | 0.07%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                           | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2779.72      | 0.03%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                           | Aon Corp / Aon Global Holdings PLC                                                             | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $3808.56      | 0.04%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                           | FirstEnergy Transmission LLC                                                                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5698.21      | 0.05%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                              | Novartis Capital Corp                                                                          | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2876.73      | 0.03%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                    | Caterpillar Inc                                                                                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3821.50      | 0.04%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1360 | PA      | $1423.59      | 0.01%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                           | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      5000 | PA      | $3586.05      | 0.03%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31400GT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1603 | PA      | $1680.90      | 0.02%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                           | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4838.28      | 0.05%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                                     | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4889.25      | 0.05%             | 2025-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36290YU30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       889 | PA      | $864.79       | 0.01%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                         | Fiserv Inc                                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2439.90      | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31296SDA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1796 | PA      | $1849.33      | 0.02%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36200K4W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       372 | PA      | $375.65       | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3315.44      | 0.03%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                             | CNH Industrial Capital LLC                                                                     | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6880.72      | 0.06%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                      | Allstate Corp/The                                                                              | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4965.54      | 0.05%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                               | Edison International                                                                           | CUSIP: 281020AR8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7899.04      | 0.07%             | 2025-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2017-BNK7                                                                                 | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $143699.79    | 1.35%             | 2060-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4569.85      | 0.04%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                 | Raytheon Technologies Corp                                                                     | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2501.49      | 0.02%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $202812.50    | 1.91%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2019-GC42                                                         | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $89857.33     | 0.85%             | 2052-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6651 | PA      | $6696.02      | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                               | Westpac Banking Corp                                                                           | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      5000 | PA      | $4282.75      | 0.04%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5712.84      | 0.05%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7827.68      | 0.07%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                                              | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6819.04      | 0.06%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                          | Lear Corp                                                                                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4502.25      | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                                            | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3800.40      | 0.04%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1816.86      | 0.02%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1837 | PA      | $304.33       | 0.00%             | 2038-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     10000 | PA      | $9102.90      | 0.09%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                           | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9900.22      | 0.09%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                                             | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      5000 | PA      | $4061.35      | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31391VJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3176 | PA      | $3315.41      | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                                              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8823.60      | 0.08%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31405HF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1034 | PA      | $1105.78      | 0.01%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                | Otis Worldwide Corp                                                                            | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2103.24      | 0.02%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                | Highwoods Realty LP                                                                            | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      6000 | PA      | $5191.86      | 0.05%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                                  | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4652.00      | 0.04%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                            | Southern Co Gas Capital Corp                                                                   | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1597.06      | 0.02%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                    | AstraZeneca PLC                                                                                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2883.75      | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                        | NVIDIA Corp                                                                                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1513.52      | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                   | BAT Capital Corp                                                                               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3888.30      | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4302.00      | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                           | Shire Acquisitions Investments Ireland DAC                                                     | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      3000 | PA      | $2820.18      | 0.03%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5757.90      | 0.05%             | 2024-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2768 | PA      | $398.26       | 0.00%             | 2038-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                                      | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1703.10      | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31411WU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1877 | PA      | $1932.04      | 0.02%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1687.66      | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                    | Chevron USA Inc                                                                                | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3932.56      | 0.04%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3705.28      | 0.03%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                         | Pfizer Inc                                                                                     | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4791.70      | 0.05%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3505.16      | 0.03%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                          | Hess Corp                                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1915.66      | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3692.30      | 0.03%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                              | Continental Resources Inc/OK                                                                   | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6975.43      | 0.07%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31000 | PA      | $30306.23     | 0.29%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                           | Shire Acquisitions Investments Ireland DAC                                                     | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      2000 | PA      | $1965.14      | 0.02%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                      | Sempra Energy                                                                                  | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5512.15      | 0.05%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                                               | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4264.25      | 0.04%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3531.36      | 0.03%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | Exxon Mobil Corp                                                                               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5238.18      | 0.05%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                                           | CUSIP: 060505FQ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6089.30      | 0.06%             | 2025-01-28      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                           | Willis North America Inc                                                                       | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2845.24      | 0.03%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3477.15      | 0.03%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                            | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2691.78      | 0.03%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                                     | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2147.55      | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6282.27      | 0.06%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                 | Cenovus Energy Inc                                                                             | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3526.25      | 0.03%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                 | Athene Holding Ltd                                                                             | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |      4000 | PA      | $3678.16      | 0.03%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31400AGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       732 | PA      | $767.34       | 0.01%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407D3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1350 | PA      | $1357.54      | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5122.11      | 0.05%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 3128L0G89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9081 | PA      | $9527.66      | 0.09%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                              | Gray Oak Pipeline LLC                                                                          | CUSIP: 38937LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6797.63      | 0.06%             | 2023-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                           | KLA Corp                                                                                       | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1996.56      | 0.02%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4904.50      | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                                            | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5628.21      | 0.05%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31405QG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       688 | PA      | $719.40       | 0.01%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31298PBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2626 | PA      | $2753.88      | 0.03%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                           | Constellation Brands Inc                                                                       | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3806.52      | 0.04%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                   | Ascension Health                                                                               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6636.77      | 0.06%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                       | CubeSmart LP                                                                                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |      5000 | PA      | $4620.00      | 0.04%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                              | Micron Technology Inc                                                                          | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3342.95      | 0.03%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Target Corp                                        | Target Corp                                                                                    | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2810.49      | 0.03%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                           | Thermo Fisher Scientific Inc                                                                   | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3684.75      | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8169.57      | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3706.88      | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                                             | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3742.10      | 0.04%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31418MK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5849 | PA      | $6019.88      | 0.06%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                     | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177129 | PA      | $148030.25    | 1.39%             | 2053-01-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                            | Becton Dickinson and Co                                                                        | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6621.65      | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       836 | PA      | $879.56       | 0.01%             | 2035-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    454000 | PA      | $381998.44    | 3.60%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                | PayPal Holdings Inc                                                                            | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5542.02      | 0.05%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                           | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5239.92      | 0.05%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                             | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4842.54      | 0.05%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                   | BAT Capital Corp                                                                               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3119.56      | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                             | Mid-America Apartments LP                                                                      | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |      5000 | PA      | $3207.00      | 0.03%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                           | NIKE Inc                                                                                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1567.22      | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                        | Phillips 66 Co                                                                                 | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3478.48      | 0.03%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                             | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2344.11      | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                                              | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3656.85      | 0.03%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                                    | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1777.12      | 0.02%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4455.65      | 0.04%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                                                           | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2892.12      | 0.03%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                       | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                                          | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     15000 | PA      | $15857.50     | 0.15%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31407D4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3352 | PA      | $3371.17      | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84000 | PA      | $64181.25     | 0.60%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31405HTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2657 | PA      | $2840.95      | 0.03%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1938.78      | 0.02%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | Exxon Mobil Corp                                                                               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4547.94      | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                             | CUSIP: 36202KBA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $10.55        | 0.00%             | 2023-02-20      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31391WW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12565 | PA      | $12809.98     | 0.12%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                               | Utah Acquisition Sub Inc                                                                       | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1869.18      | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                                | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2408.76      | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                | CUSIP: 31403CM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       486 | PA      | $508.16       | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1606.82      | 0.02%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                 | Royalty Pharma PLC                                                                             | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2548.20      | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                | Emerson Electric Co                                                                            | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1747.64      | 0.02%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15276.75     | 0.14%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2016-P6                                                    | CUSIP: 17291EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31273 | PA      | $28588.50     | 0.27%             | 2049-12-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                    | Ross Stores Inc                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2951.97      | 0.03%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3408.90      | 0.03%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                          | BPR Trust 2022-OANA                                                                            | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24770 | PA      | $24391.29     | 0.23%             | 2037-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                | Dollar General Corp                                                                            | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3204.92      | 0.03%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                           | Northwestern Mutual Life Insurance Co/The                                                      | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7032.10      | 0.07%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                        | Equinor ASA                                                                                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      4000 | PA      | $2921.64      | 0.03%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2157 | PA      | $2270.43      | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                 | Cenovus Energy Inc                                                                             | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3986.05      | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                              | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5757.92      | 0.05%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                          | CUSIP: 31293NJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       977 | PA      | $1003.41      | 0.01%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                       | CubeSmart LP                                                                                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |      5000 | PA      | $3828.85      | 0.04%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                        | Walmart Inc                                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3651.40      | 0.03%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer