# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0000940400-26-015404
**Filing Date:** 2026-4
**Character Count:** 559491
**Document Hash:** 6c84927c2e52c817922355e500388de7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015404.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000940400-26-015404

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WisdomTree Trust
- **CENTRAL INDEX KEY:** 0001350487

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 26908254

**BUSINESS ADDRESS:**
- **STREET 1:** 250 WEST 34TH STREET
- **STREET 2:** 3RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10119
- **BUSINESS PHONE:** 212.801.2080

**MAIL ADDRESS:**
- **STREET 1:** 250 WEST 34TH STREET
- **STREET 2:** 3RD FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10119

## Series and Classes Contracts Data

### WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (Series ID: S000043384)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000134336 | WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | AGZD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** WisdomTree Trust

- **b. Investment Company Act file number:** 811-21864

- **c. CIK number of Registrant:** 0001350487

- **d. LEI of Registrant:** 549300SEVJBU47TE8855

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

  - **Street Address 1:** 250 WEST 34TH STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

  - **Telephone number:** 866-909-9473

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

- **a. Name of Series:** WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund

- **b. EDGAR series identifier (if any):** S000043384

- **c. LEI of Series:** 5493006OMUEEHEDQ6617

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $94884441.26

**Total Liabilities:** $3794108.49

**Net Assets:** $91090332.77

**Stand-by Commitments:** $3165584.39

**Cash Not Reported:** $1658212.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5.01910000 | **1-Year:** 2472.66246000 | **5-Year:** 13504.47814000 | **10-Year:** 11567.24550000 | **30-Year:** 1470.90631000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000134336 | 0.41%                | 0.60%                | 0.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10143.33                | $-551778.52                                |
| Month 2  | $17780.71                | $-158651.99                                |
| Month 3  | $-30850.94               | $1211361.50                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Zero Duration Index

- **Index Identifier:** BAZDTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO BOARD OF TRADE                                 | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -168 | NC      | $-143383.46   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                           | T 4.625 11/15/44                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $80775.00     | 0.09%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                       | PSA 5.35 08/01/53                                      | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14724.33     | 0.02%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8266                                              | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19097 | PA      | $18147.97     | 0.02%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                     | CAG 1.375 11/01/27                                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23933.59     | 0.03%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM7756                                              | CUSIP: 3140XBTN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40339 | PA      | $37812.38     | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC 4.75 04/21/45 L                                    | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78114.96     | 0.09%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                  | FN FS3746                                              | CUSIP: 3140XKEU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53993 | PA      | $55202.63     | 0.06%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | IBRD 0.875 05/14/30                                    | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    268000 | PA      | $240645.00    | 0.26%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA0183                                              | CUSIP: 3140Q7FZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5718 | PA      | $5615.33      | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                 | CMS V6.5 06/01/55                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26105.42     | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG Q51461                                              | CUSIP: 3132XTTT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7851 | PA      | $7508.72      | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 01/31/30                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $329212.50    | 0.36%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 03/31/30                                       | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $326955.08    | 0.36%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5711                                              | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9586 | PA      | $9634.22      | 0.01%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                | ARW 2.95 02/15/32                                      | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22635.81     | 0.02%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4780                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4664 | PA      | $4693.74      | 0.01%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA1909                                              | CUSIP: 3140Q9DP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87216 | PA      | $87498.27     | 0.10%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                            | PFE 5.6 11/15/55                                       | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20196.38     | 0.02%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB9484                                              | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45670 | PA      | $47008.60     | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                   | PYPL 2.85 10/01/29                                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53047.26     | 0.06%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                        | LLY 4.55 02/12/28                                      | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25423.44     | 0.03%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                               | HCA 3.625 03/15/32                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14294.05     | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | TFC V5.867 06/08/34 MTN                                | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16056.84     | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                        | CI 5.6 02/15/54                                        | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24498.41     | 0.03%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4306                                              | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46995 | PA      | $41117.68     | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                              | FFCB 1.23 09/10/29                                     | CUSIP: 3133EL6D1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $92251.38     | 0.10%             | 2029-09-10      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 4.329 09/21/28                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35375.10     | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                               | ALL 4.2 12/15/46                                       | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20714.71     | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD4977                                              | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42721 | PA      | $43096.34     | 0.05%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.5 02/15/46                                         | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $90380.86     | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                             | CDW 3.276 12/01/28                                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24396.38     | 0.03%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.375 08/15/43                                       | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $88558.59     | 0.10%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7339                                              | CUSIP: 36179WEL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23093 | PA      | $21542.78     | 0.02%             | 2036-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                        | CAT 4.75 05/15/64                                      | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22453.26     | 0.02%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | IBRD 2.5 11/22/27 GDIF                                 | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     44000 | PA      | $43325.30     | 0.05%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                 | GM 6.25 10/02/43                                       | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25659.18     | 0.03%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 02/29/32                                       | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $128295.90    | 0.14%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                 | CB 4.15 03/13/43                                       | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35207.88     | 0.04%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.875 02/28/29                                       | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $133989.84    | 0.15%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | TMO 4.894 10/07/37                                     | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50473.64     | 0.06%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB7867                                              | CUSIP: 3140QTW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23569 | PA      | $24484.26     | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                            | FISV 5.15 08/12/34                                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24934.24     | 0.03%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                        | LLY 5.2 08/14/64                                       | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42528.69     | 0.05%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5139                                              | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15892 | PA      | $16322.50     | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA7799                                              | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161876 | PA      | $135559.37    | 0.15%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 10/31/30                                       | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $241218.75    | 0.26%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8315                                              | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144316 | PA      | $145466.67    | 0.16%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.625 04/30/31                                       | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $430740.23    | 0.47%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA2303                                              | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22906 | PA      | $22150.77     | 0.02%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY (IL)                         | IL CHITRN 6.9 12/01/2040                               | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |     45231 | PA      | $51794.93     | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8112                                              | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24433 | PA      | $19457.34     | 0.02%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                           | ABIBB 4.9 02/01/46 *                                   | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |     83000 | PA      | $78110.13     | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS7251                                              | CUSIP: 3140XPBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102627 | PA      | $93679.38     | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA1545                                              | CUSIP: 3140Q8WF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108967 | PA      | $107457.02    | 0.12%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB2621                                              | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142203 | PA      | $125432.76    | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM5044                                              | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332550 | PA      | $280366.60    | 0.31%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR ZA2714                                              | CUSIP: 31329LAP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1415 | PA      | $1405.91      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                   | CAT 4.1 08/15/28 K                                     | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25224.54     | 0.03%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | TMUS 5.75 01/15/34                                     | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10697.82     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS0946                                              | CUSIP: 3140XGBQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23712 | PA      | $24347.25     | 0.03%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                        | CAT 3.25 09/19/49                                      | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     34000 | PA      | $24796.14     | 0.03%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                              | UNP 3.75 02/05/70                                      | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13901.14     | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA6799                                              | CUSIP: 3140QERV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74210 | PA      | $62687.82     | 0.07%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                           | COST 1.375 06/20/27                                    | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48596.29     | 0.05%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.125 08/15/53                                       | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $91765.63     | 0.10%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5072                                              | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18827 | PA      | $19217.96     | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                       | GMT 6.05 06/05/54                                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25873.40     | 0.03%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AV0633                                              | CUSIP: 3138XBV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1997 | PA      | $1973.63      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6409                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4802 | PA      | $4417.79      | 0.00%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                               | DIS 3.7 12/01/42 MTN                                   | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4129.94      | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS7437                                              | CUSIP: 3138WHHP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5359 | PA      | $5226.33      | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2995                                              | CUSIP: 31418CKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5448 | PA      | $5349.61      | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                      | SUCN 3.75 03/04/51                                     | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $21995.03     | 0.02%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.375 05/15/34                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $186904.69    | 0.21%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                            | EQNR 3.625 09/10/28                                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     24000 | PA      | $24005.77     | 0.03%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 03/31/30                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $306058.59    | 0.34%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FR SL1542                                              | CUSIP: 31427NWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23386 | PA      | $23985.30     | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 MORTGAGE TRUST                             | BMO 2024-C8 A5                                         | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $48126.88     | 0.05%             | 2057-03-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                        | FOXA 6.5 10/13/33                                      | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43885.82     | 0.05%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                 | BRK 2.85 10/15/50                                      | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32384.25     | 0.04%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | GIS 4.875 01/30/30                                     | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25659.45     | 0.03%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY MUN WTR FIN AUTH                     | NY NYCUTL 5.44 06/15/2043                              | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49901.02     | 0.05%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V4.898 01/22/37                                    | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35203.21     | 0.04%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018                     | UBSCM 2018-C15 A3                                      | CUSIP: 90278LAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17669 | PA      | $17653.47     | 0.02%             | 2051-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9302                                              | CUSIP: 36179YKP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21193 | PA      | $20618.39     | 0.02%             | 2053-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                              | GS 4.75 10/21/45                                       | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36331.36     | 0.04%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                      | SO 4.3 07/15/48 A                                      | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31212.63     | 0.03%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA6427                                              | CUSIP: 3140QED90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92318 | PA      | $84972.48     | 0.09%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                    | CMCSA 2.937 11/01/56                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     41000 | PA      | $23917.30     | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                           | BMY 3.9 03/15/62                                       | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18431.39     | 0.02%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8178                                              | CUSIP: 3132D6CP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13846 | PA      | $13809.35     | 0.02%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 01/31/28                                         | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $450896.48    | 0.49%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA5759                                              | CUSIP: 3133KMMG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100821 | PA      | $87405.81     | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8111                                              | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27686 | PA      | $25869.79     | 0.03%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4096                                              | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160420 | PA      | $140780.34    | 0.15%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | WFC V3.584 05/22/28 MTN                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108442.54    | 0.12%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                        | EL 1.95 03/15/31                                       | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36127.20     | 0.04%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 4.625 04/30/29                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $176175.78    | 0.19%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS K106 A2                                           | CUSIP: 3137FRUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    113000 | PA      | $106408.58    | 0.12%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.5 05/15/46                                         | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $61233.20     | 0.07%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.625 05/15/44                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $141640.63    | 0.16%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4437                                              | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265595 | PA      | $221671.28    | 0.24%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.75 11/15/43                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $82375.00     | 0.09%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                   | EIX 5.25 03/15/32                                      | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40743.93     | 0.04%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FR SD8287                                              | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20726 | PA      | $20581.12     | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 03/31/32                                       | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $82109.37     | 0.09%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                   | POLAND 5.5 11/16/27 5Y                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    150000 | PA      | $154479.06    | 0.17%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                           | NVDA 3.5 04/01/50                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15267.46     | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                               | T 5.15 02/15/50                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100163.32    | 0.11%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                            | HUM 5.75 03/01/28                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102752.07    | 0.11%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                            | ABBV 4.75 03/15/45                                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1858.96      | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR ZT1779                                              | CUSIP: 3132AD6Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19158 | PA      | $19605.30     | 0.02%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                        | LLY 4 10/15/28                                         | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25225.92     | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG C09063                                              | CUSIP: 31292SB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17576 | PA      | $17416.34     | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6282                                              | CUSIP: 36179U6T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29829 | PA      | $26470.04     | 0.03%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | NRUC 4.15 12/15/32                                     | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39568.68     | 0.04%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                             | CDW 3.25 02/15/29                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24156.08     | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM3936                                              | CUSIP: 3140X7LS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9978 | PA      | $9641.07      | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Company                                     | AEP 1.625 01/15/31 Q                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     78000 | PA      | $69155.52     | 0.08%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                    | GIS 5.25 01/30/35                                      | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25687.84     | 0.03%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Paramount Global                                       | PARA 4.85 07/01/42                                     | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10290.72     | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AJ5336                                              | CUSIP: 3138AW4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       956 | PA      | $950.39       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC V5.045 02/06/37                                    | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50728.79     | 0.06%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB2789                                              | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153760 | PA      | $127870.33    | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA5286                                              | CUSIP: 3133KL2T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118358 | PA      | $102728.11    | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5136                                              | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18717 | PA      | $17995.10     | 0.02%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                            | HST 5.5 04/15/35                                       | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25537.33     | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.75 11/15/53                                        | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $264265.63    | 0.29%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                   | GLW 5.85 11/15/68                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18030.51     | 0.02%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.875 02/28/27                                       | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $245976.56    | 0.27%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS1080                                              | CUSIP: 3140XGFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61571 | PA      | $53378.12     | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | AVGO 4.8 02/15/36                                      | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55161.04     | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 03/15/28                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $212026.17    | 0.23%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD0855                                              | CUSIP: 3132DM5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39668 | PA      | $34690.21     | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                            | KVUE 5 03/22/30                                        | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10366.85     | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                     | SO 4.4 06/01/43                                        | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18460.90     | 0.02%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                 | CANADA 3.75 04/26/28                                   | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     45000 | PA      | $45306.18     | 0.05%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM5497                                              | CUSIP: 3140X9DB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71721 | PA      | $67294.85     | 0.07%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                | UNH 2.75 05/15/40                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30155.50     | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                       | MRK 5 05/17/53                                         | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13972.91     | 0.02%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                          | GOOGL 5.7 11/15/75                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25008.31     | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                        | BHP 5.25 09/08/33                                      | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $10493.74     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN AB9659                                              | CUSIP: 31417GWV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48353 | PA      | $45506.28     | 0.05%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                    | ALLY 8 11/01/31 *                                      | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14752.68     | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                            | UPS 5.2 04/01/40                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51380.49     | 0.06%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                   | SUMIBK 3.352 10/18/27                                  | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     16000 | PA      | $15911.71     | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                           | T 3.875 02/15/43                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $60246.88     | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS6847                                              | CUSIP: 3140XNTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18782 | PA      | $19417.89     | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 3.65 03/25/41                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14888.81     | 0.02%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 02/15/28                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $289614.55    | 0.32%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                     | COP 5.3 05/15/53                                       | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18992.53     | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4963                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20771 | PA      | $20386.35     | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.5 04/15/27                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151649.41    | 0.17%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                               | JBS 6.75 03/15/34                                      | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $89213.26     | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3 05/15/45                                           | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $7967.19      | 0.01%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FHMS K137 A2                                           | CUSIP: 3137H5DP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     35000 | PA      | $32277.07     | 0.04%             | 2031-11-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                 | BWP 5.375 02/15/36                                     | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25422.00     | 0.03%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                | Essential Utilities Inc                                | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20833.40     | 0.02%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6656                                              | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18342 | PA      | $16879.39     | 0.02%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V5.516 11/19/55                                     | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54911.05     | 0.06%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7587                                              | CUSIP: 36179WNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17761 | PA      | $14421.97     | 0.02%             | 2051-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.5 02/15/45                                         | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $66079.69     | 0.07%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FG Q50152                                              | CUSIP: 3132XSE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3093 | PA      | $3041.05      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL9994                                              | CUSIP: 3138ESC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7093 | PA      | $6913.41      | 0.01%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                           | MET 4.05 03/01/45                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33091.05     | 0.04%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18540                                              | CUSIP: 3128MMS61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9091 | PA      | $8924.82      | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG V60585                                              | CUSIP: 3132KEUJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4748 | PA      | $4701.76      | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                | UNH 6.625 11/15/37                                     | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45540.03     | 0.05%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                     | RPRX 5.15 09/02/29                                     | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $77529.37     | 0.09%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA3662                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47582 | PA      | $44250.26     | 0.05%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                        | IADB 3.5 09/14/29                                      | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     25000 | PA      | $25029.21     | 0.03%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                              | GS V5.065 01/21/37                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35248.48     | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | TFC V5.071 05/20/31 MTN                                | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30953.99     | 0.03%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                          | NI 3.95 03/30/48                                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14207.98     | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                      | HSBC 6.1 01/14/42                                      | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $43751.31     | 0.05%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AXP V5.016 04/25/31                                    | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51622.31     | 0.06%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR RA6967                                              | CUSIP: 3133KNW41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73763 | PA      | $61811.65     | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD2347                                              | CUSIP: 3132DPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18084 | PA      | $18699.91     | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7533                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33280 | PA      | $28211.78     | 0.03%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                  | HP 4.85 12/01/29                                       | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40771.18     | 0.04%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association               | G2 MA7935                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100830 | PA      | $85470.00     | 0.09%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6412                                              | CUSIP: 36179VDR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6747 | PA      | $6781.27      | 0.01%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.625 02/15/35                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $569742.19    | 0.63%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FG SD8006                                              | CUSIP: 3132DV3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40809 | PA      | $40028.92     | 0.04%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K520 A2                                           | CUSIP: 3137HCKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     65000 | PA      | $67538.08     | 0.07%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International S.A.               | TTEFP 3.461 07/12/49                                   | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $14751.66     | 0.02%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08749                                              | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5800 | PA      | $5720.33      | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8173                                              | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106402 | PA      | $92897.65     | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                            | PFE 7.2 03/15/39                                       | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $47130.33     | 0.05%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC V3.705 04/24/28                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49839.99     | 0.05%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                        | AZN 4 01/17/29                                         | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25173.06     | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8242                                              | CUSIP: 3132D6EP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15200 | PA      | $15315.77     | 0.02%             | 2038-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS6923                                              | CUSIP: 3138WGVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4488 | PA      | $4305.76      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                               | DUK 5.35 03/15/53                                      | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24201.54     | 0.03%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FNMA-15YR                                              | CUSIP: 01F012437<br>LEI: S6XOOCT0IEG5ABCC6L87 | Short            | ABS-MBS          | USGSE             | US        |    -25000 | PA      | $-22804.76    | -0.03%            | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNA 2019-M4 A2                                         | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      3818 | PA      | $3784.41      | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 02/28/27                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $311810.35    | 0.34%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NewYork-Presbyterian Hospital                          | NYPRES 2.606 08/01/60                                  | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14546.09     | 0.02%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.875 05/15/43                                       | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $286628.91    | 0.31%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                           | HON 3.812 11/21/47                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27991.87     | 0.03%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4851                                              | CUSIP: 31418EL99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15780 | PA      | $16123.26     | 0.02%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC            | WMB 4.45 08/01/42                                      | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13477.10     | 0.01%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V4.347 01/22/32                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35174.81     | 0.04%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS4568                                              | CUSIP: 3140XLCE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16643 | PA      | $16149.38     | 0.02%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | ET 6.25 04/15/49                                       | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30344.42     | 0.03%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4962                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73383 | PA      | $70551.30     | 0.08%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA2755                                              | CUSIP: 36179RBY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23517 | PA      | $23161.74     | 0.03%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.875 08/15/45                                       | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $136103.52    | 0.15%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 12/31/27                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302507.81    | 0.33%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6410                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3386 | PA      | $3236.55      | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.625 05/15/53                                       | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $79725.78     | 0.09%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                | UNH 5.75 07/15/64                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29545.73     | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                  | AL 4.625 10/01/28                                      | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46391.34     | 0.05%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                              | SW 3.9 06/01/28                                        | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49959.99     | 0.05%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                             | PPC 6.25 07/01/33                                      | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32370.54     | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM5261                                              | CUSIP: 3140J9Z38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37558 | PA      | $36882.51     | 0.04%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                          | ETR 5.3 12/15/34                                       | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25539.20     | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5527                                              | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37765 | PA      | $36271.93     | 0.04%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                              | TD 4.456 06/08/32                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20174.04     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                   | JPM V4.255 10/22/31                                    | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100285.40    | 0.11%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4158                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169142 | PA      | $141761.87    | 0.16%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8346                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19285 | PA      | $18754.89     | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.75 05/31/29                                        | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $450746.09    | 0.49%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                            | COR 5.15 02/15/35                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41377.11     | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                | SJM 4.25 03/15/35                                      | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38384.89     | 0.04%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 06/30/31                                        | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $134311.33    | 0.15%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                            | TX HOU 3.96 03/01/2047                                 | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     50000 | PA      | $44334.26     | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | TMUS 4.7 01/15/35                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54691.45     | 0.06%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS9801                                              | CUSIP: 3140XR3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41785 | PA      | $42557.90     | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7590                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76696 | PA      | $70424.39     | 0.08%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM6184                                              | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210191 | PA      | $178424.78    | 0.20%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                             | TVA 3.875 03/15/28                                     | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     60000 | PA      | $60530.03     | 0.07%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG C91761                                              | CUSIP: 3128P75W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14097 | PA      | $14146.99     | 0.02%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                    | SUZANO 3.75 01/15/31                                   | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     41000 | PA      | $39122.75     | 0.04%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8045                                              | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6034 | PA      | $5795.91      | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                             | TVA 4.25 09/15/52                                      | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     34000 | PA      | $29961.69     | 0.03%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AU6682                                              | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3019 | PA      | $2985.05      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.75 08/15/47                                        | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $37085.94     | 0.04%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08734                                              | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6770 | PA      | $6677.38      | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                            | SCCO 6.75 04/16/40                                     | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5738.46      | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                        | CSX 2.4 02/15/30                                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18887.15     | 0.02%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                           | BMY 2.55 11/13/50                                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15122.80     | 0.02%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                     | KO 2.6 06/01/50                                        | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15918.41     | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 6.85 02/04/66                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23992.89     | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                             | STZ 5.25 11/15/48                                      | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17956.99     | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                         | CME 2.65 03/15/32                                      | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32377.92     | 0.04%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                    | CATMED 5.267 11/01/64                                  | CUSIP: 254010AE1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23366.95     | 0.03%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                       | WELL 4.25 04/15/28                                     | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80642.10     | 0.09%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                           | MCO 4.875 12/17/48                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27003.58     | 0.03%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V4.323 04/26/28                                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75266.48     | 0.08%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS3044                                              | CUSIP: 3140XJL27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49694 | PA      | $49541.16     | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corporation Indiana                     | TRIHEA 2.632 12/01/40 2021                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53021.23     | 0.06%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V4.81 10/22/36                                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24952.62     | 0.03%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 04/30/30                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $157403.71    | 0.17%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                 | ASIA 4.5 08/25/28 GMTN                                 | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     70000 | PA      | $71836.17     | 0.08%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.25 05/31/28                                        | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $214716.80    | 0.24%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                              | AES 5.45 06/01/28                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35810.30     | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FR SD8362                                              | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174493 | PA      | $177684.28    | 0.20%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08759                                              | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5050 | PA      | $5093.20      | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                       | FE 5.1 01/15/35                                        | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41096.97     | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                        | CSX 3.35 09/15/49                                      | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18036.98     | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD0093                                              | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7223 | PA      | $7391.42      | 0.01%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mtg Tr                              | BMARK 2020-IG1 AS                                      | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $50991.64     | 0.06%             | 2043-09-17      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                               | T 6.375 03/01/41                                       | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27208.78     | 0.03%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 6.7 02/04/56                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24250.75     | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.75 02/15/37                                        | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $21364.06     | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                             | STZ 3.15 08/01/29                                      | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48613.28     | 0.05%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                     | VOD 5.625 02/10/53                                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34038.47     | 0.04%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                          | USB V5.836 06/12/34                                    | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123415.80    | 0.14%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7588                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    259223 | PA      | $219744.31    | 0.24%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                      | CCI 5.2 09/01/34                                       | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20465.12     | 0.02%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 02/28/30                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $331474.61    | 0.36%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                 | WM 4.625 02/15/30                                      | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67601.56     | 0.07%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                          | WMB 5.75 06/24/44                                      | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50786.76     | 0.06%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.625 08/15/30                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $269245.90    | 0.30%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                        | GEHC 4.8 08/14/29                                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25631.05     | 0.03%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                    | FITB V5.631 01/29/32                                   | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52721.92     | 0.06%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                            | PEP 4.1 01/15/29                                       | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20215.46     | 0.02%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7704                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    236392 | PA      | $200390.49    | 0.22%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS8764                                              | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66644 | PA      | $56310.52     | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                              | NEE 5.8 03/15/65                                       | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10306.40     | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 09/30/27                                         | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $220253.51    | 0.24%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AXP V4.456 02/10/32                                    | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25257.35     | 0.03%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                         | PNW 5.9 08/15/55                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41186.34     | 0.05%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AP7539                                              | CUSIP: 3138MBLV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2681 | PA      | $2658.10      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                            | KEYS 4.6 04/06/27                                      | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25142.11     | 0.03%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA3310                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10669 | PA      | $10280.62     | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                 | ES 4.95 09/15/52                                       | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22875.91     | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                  | PH 4.25 09/15/27                                       | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75481.92     | 0.08%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                             | NKE 2.85 03/27/30                                      | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16358.38     | 0.02%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                          | NI 4.375 05/15/47                                      | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21167.36     | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8799                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20306 | PA      | $20193.18     | 0.02%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                      | CPB 4.15 03/15/28                                      | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20060.88     | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC V1.922 10/24/31 MTN                                | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59537.84     | 0.07%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                       | AMZN 1.2 06/03/27                                      | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24271.23     | 0.03%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                      | CNRCN 3.85 08/05/32                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24496.20     | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18652                                              | CUSIP: 3128MMWN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44004 | PA      | $43183.30     | 0.05%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA3336                                              | CUSIP: 31418CV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6780 | PA      | $6634.64      | 0.01%             | 2038-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V5.576 07/23/36                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25992.30     | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 06/30/29                                        | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $415583.79    | 0.46%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                      | BMARK 2021-B28 ASB                                     | CUSIP: 08163GAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $70594.58     | 0.08%             | 2054-08-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18515                                              | CUSIP: 3128MMSD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9533 | PA      | $9383.82      | 0.01%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RB5108                                              | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25523 | PA      | $22914.74     | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                   | CHTR 6.1 06/01/29                                      | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52406.16     | 0.06%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.25 06/30/28                                        | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $90509.77     | 0.10%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                | UDR 2.1 08/01/32 MTN                                   | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21786.03     | 0.02%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SI2106                                              | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109997 | PA      | $96207.29     | 0.11%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.75 11/15/47                                        | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $73976.56     | 0.08%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                        | LLY 5.5 03/15/27                                       | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25489.96     | 0.03%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                           | SO 4.4 07/01/46                                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34233.83     | 0.04%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 0.5 06/30/27                                         | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $192382.81    | 0.21%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.75 04/30/27                                        | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $218182.42    | 0.24%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB2545                                              | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64637 | PA      | $58504.21     | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7589                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232796 | PA      | $205559.35    | 0.23%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8016                                              | CUSIP: 3132DV3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67464 | PA      | $61714.16     | 0.07%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                            | WMT 5 10/25/40                                         | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25874.55     | 0.03%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                     | PPL 5 05/15/33                                         | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103241.89    | 0.11%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                     | COP 5.7 09/15/63                                       | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19915.61     | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB0415                                              | CUSIP: 3140QKN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215694 | PA      | $188652.08    | 0.21%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                  | WSTP 4.421 07/24/39                                    | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $28070.14     | 0.03%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL7729                                              | CUSIP: 3138EQST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2819 | PA      | $2822.50      | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                              | EBAY 4 07/15/42                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12535.04     | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -50000 | PA      | $-45244.85    | -0.05%            | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                | SON 5 09/01/34                                         | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55521.28     | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Intel Corporation                                      | INTC 5.15 02/21/34                                     | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30645.57     | 0.03%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.625 05/15/30                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $133423.83    | 0.15%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                            | VTRS 4 06/22/50                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17142.36     | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BW1135                                              | CUSIP: 3140MSHM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113424 | PA      | $110477.84    | 0.12%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development    | IBRD 4 07/25/30                                        | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50983.31     | 0.06%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SL0549                                              | CUSIP: 31427MTF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46650 | PA      | $48027.39     | 0.05%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA2520                                              | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7992 | PA      | $7498.37      | 0.01%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                         | DGX 5 12/15/34                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25608.71     | 0.03%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | JNJ 2.95 03/03/27                                      | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20885.26     | 0.02%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4399                                              | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187153 | PA      | $163516.09    | 0.18%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.375 07/15/27                                       | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $354340.82    | 0.39%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | TMO 5.086 08/10/33                                     | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10441.38     | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA3681                                              | CUSIP: 31418DCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4070 | PA      | $3968.22      | 0.00%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                 | SO 4.25 10/01/30 A                                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25126.60     | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                              | UNP 3.839 03/20/60                                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16983.34     | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.875 11/15/46                                       | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $30659.38     | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5876                                              | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7083 | PA      | $6934.07      | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | CM 3.6 04/07/32                                        | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24090.02     | 0.03%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V4.203 07/23/29                                    | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20088.70     | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB2668                                              | CUSIP: 3140QM6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77526 | PA      | $70170.18     | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                    | GPN 4.5 11/15/28                                       | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25092.31     | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 10/15/28                                         | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $160443.75    | 0.18%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                              | NEE 5.15 06/15/29                                      | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31239.00     | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                             | LHX 5.35 06/01/34                                      | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26119.25     | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                | UNH 4.45 12/15/48                                      | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12726.36     | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.625 05/15/31                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $154533.98    | 0.17%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BV7937                                              | CUSIP: 3140MMZB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38257 | PA      | $37268.96     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18714                                              | CUSIP: 3128MMYL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3952 | PA      | $3967.87      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 01/31/30                                         | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $175300.78    | 0.19%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS 5.625 02/21/53                                     | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28577.38     | 0.03%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                 | ASIA 2.5 11/02/27 GMTN                                 | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     70000 | PA      | $68962.50     | 0.08%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8183                                              | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113587 | PA      | $99100.17     | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                            | KPERM 3.002 06/01/51 2021                              | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6771.68      | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 6.625 02/15/27                                       | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $180359.37    | 0.20%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AB5286                                              | CUSIP: 31417B2U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4422 | PA      | $4280.90      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 03/31/27                                       | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $321262.50    | 0.35%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.5 05/15/27                                         | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $237781.44    | 0.26%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | META 3.85 08/15/32                                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49030.95     | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS9935                                              | CUSIP: 3132ABBC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106646 | PA      | $99479.55     | 0.11%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                            | VTRS 3.85 06/22/40                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23648.28     | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM4969                                              | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221497 | PA      | $187013.75    | 0.21%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc.                          | J 6.35 08/18/28                                        | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35733.34     | 0.04%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS8207                                              | CUSIP: 3138WJDM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6425 | PA      | $6262.47      | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California (The)                | USCTRJ 3.841 10/01/47 2017                             | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24949.39     | 0.03%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                         | COP 6.5 02/01/39                                       | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10284.78     | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                      | RDN 4.875 03/15/27                                     | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25079.28     | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5877                                              | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24963 | PA      | $25087.97     | 0.03%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                 | EQH 4.35 04/20/28                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20101.61     | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.25 02/15/54                                        | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $220183.98    | 0.24%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.375 03/31/29                                       | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $291082.03    | 0.32%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                          | GOOGL 4.7 11/15/35                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40508.49     | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08774                                              | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2802 | PA      | $2680.17      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4205                                              | CUSIP: 31418DU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48042 | PA      | $44202.37     | 0.05%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA3059                                              | CUSIP: 31418CMH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12375 | PA      | $12147.52     | 0.01%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G61235                                              | CUSIP: 31335BLQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25237 | PA      | $25620.96     | 0.03%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4677                                              | CUSIP: 3132A5FS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122735 | PA      | $113766.75    | 0.12%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                              | O 4.9 07/15/33                                         | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46094.18     | 0.05%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                               | T 2.3 06/01/27                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34335.58     | 0.04%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.625 05/31/31                                       | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $262695.31    | 0.29%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                          | ENBCN 6.7 11/15/53                                     | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $11247.09     | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                           | RJF 4.65 04/01/30                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25580.84     | 0.03%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD1937                                              | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38701 | PA      | $35117.04     | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8114                                              | CUSIP: 3132D6AP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43355 | PA      | $39654.70     | 0.04%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8491                                              | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117787 | PA      | $118432.88    | 0.13%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                          | SUTHEA 3.161 08/15/40 20A                              | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20278.44     | 0.02%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.625 05/15/54                                       | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    235000 | PA      | $234302.34    | 0.26%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                               | DUK 4.1 05/15/42                                       | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21685.09     | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM6978                                              | CUSIP: 3140XAXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       843 | PA      | $841.13       | 0.00%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.5 05/31/29                                         | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $216989.06    | 0.24%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | AVGO 4.15 11/15/30                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100351.33    | 0.11%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.5 02/15/44                                         | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $159550.00    | 0.18%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR13                                       | BANK5 2025-5YR18 A3                                    | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $41596.33     | 0.05%             | 2058-12-17      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR SD6077                                              | CUSIP: 3132DTXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25237 | PA      | $24698.13     | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB0424                                              | CUSIP: 3132CWPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97839 | PA      | $91892.81     | 0.10%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD5078                                              | CUSIP: 3132DSUB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16883 | PA      | $17797.26     | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD1938                                              | CUSIP: 3132DPEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36253 | PA      | $35371.89     | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9018                                              | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123186 | PA      | $126583.51    | 0.14%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 4.016 12/03/29                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65091.31     | 0.07%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                               | DRI 3.85 05/01/27                                      | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52920.79     | 0.06%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                   | GILD 5.25 10/15/33                                     | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10557.51     | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                       | AMZN 2.7 06/03/60                                      | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     85000 | PA      | $48134.00     | 0.05%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3 02/15/47                                           | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $175746.09    | 0.19%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA3077                                              | CUSIP: 3133KJM25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34665 | PA      | $30517.95     | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS4971                                              | CUSIP: 3140XLQZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59882 | PA      | $58353.89     | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS2085                                              | CUSIP: 3140XHJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59591 | PA      | $47432.15     | 0.05%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4026                                              | CUSIP: 31418DPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34807 | PA      | $34203.74     | 0.04%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                     | HNDA 4.9 03/12/27                                      | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50556.69     | 0.06%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $125465.00    | 0.14%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR ZL3242                                              | CUSIP: 3131XJS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136734 | PA      | $132371.14    | 0.15%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C V5.174 02/13/30                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51517.99     | 0.06%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9541                                              | CUSIP: 36179YS62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18342 | PA      | $18675.82     | 0.02%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                 | TXN 2.7 09/15/51                                       | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21899.26     | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 2.875 04/30/29                                       | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98425.78     | 0.11%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                              | GS V6.484 10/24/29                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185287.38    | 0.20%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4254                                              | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28980 | PA      | $23075.98     | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA1841                                              | CUSIP: 36179QBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31332 | PA      | $32388.38     | 0.04%             | 2044-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL8271                                              | CUSIP: 3138ETFM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7597 | PA      | $7559.91      | 0.01%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                              | TPG 5.875 03/05/34                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51832.43     | 0.06%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.375 05/15/29                                       | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    315000 | PA      | $305266.99    | 0.34%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM9042                                              | CUSIP: 3140XDBL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60834 | PA      | $59740.17     | 0.07%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                     | PCG 5.212 12/01/47 A-4                                 | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44494.67     | 0.05%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.125 08/15/44                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $85253.91     | 0.09%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4651                                              | CUSIP: 3132A5EY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12294 | PA      | $11786.67     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                               | DIS 3 07/30/46 MTN                                     | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     48000 | PA      | $34154.57     | 0.04%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 10/31/32                                        | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $145441.80    | 0.16%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6709                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24601 | PA      | $21747.56     | 0.02%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST                                         | MS MSS 5.25 11/01/2034                                 | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     75000 | PA      | $77812.04     | 0.09%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AU2619                                              | CUSIP: 3138X14D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3361 | PA      | $3309.69      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9606                                              | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14089 | PA      | $14429.82     | 0.02%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM4992                                              | CUSIP: 3140X8RN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46679 | PA      | $47053.70     | 0.05%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                      | EPD 4.25 02/15/48                                      | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20043.04     | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD7513                                              | CUSIP: 3132DVK20<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     37493 | PA      | $35874.52     | 0.04%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                          | ICE 3.1 09/15/27                                       | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4951.92      | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5         | WFCM 2020-C58 AS                                       | CUSIP: 95002UAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $34959.20     | 0.04%             | 2053-07-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8196                                              | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32190 | PA      | $30479.78     | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust     | MSBAM 2017-C33 A5                                      | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $89522.36     | 0.10%             | 2050-05-17      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                          | ENBCN 5.625 04/05/34                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26451.24     | 0.03%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                             | KMB 3.9 05/04/47                                       | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32598.60     | 0.04%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9016                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81588 | PA      | $82290.39     | 0.09%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | WFC V5.013 04/04/51 MTN                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105263.14    | 0.12%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.25 08/15/54                                        | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $281156.25    | 0.31%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.875 05/15/32                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $272664.84    | 0.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | BNSF 5.2 04/15/54                                      | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23930.70     | 0.03%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                   | GM 5.75 02/08/31                                       | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26406.01     | 0.03%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS K-1516 A1                                         | CUSIP: 3137FUZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     77516 | PA      | $67833.08     | 0.07%             | 2035-01-25      | Fixed         | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H062636<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125000 | PA      | $129913.75    | 0.14%             | 2056-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 03/31/28                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150708.98    | 0.17%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 10/31/27                                         | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200246.09    | 0.22%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                   | GILD 5.1 06/15/35                                      | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98351.27     | 0.11%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V3.509 01/23/29                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47601.38     | 0.05%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                      | TDY 2.5 08/01/30                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23433.53     | 0.03%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 04/30/32                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $214052.34    | 0.23%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                         | CME 4.15 06/15/48                                      | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8583.66      | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 05/15/28                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $221684.37    | 0.24%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                               | V 2.75 09/15/27                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62201.04     | 0.07%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RB5142                                              | CUSIP: 3133KYWB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16936 | PA      | $15572.47     | 0.02%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24726.83     | 0.03%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR ZS6689                                              | CUSIP: 3132A7NE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9177 | PA      | $9051.70      | 0.01%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM8659                                              | CUSIP: 3140XCTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109916 | PA      | $95999.16     | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                         | KR 5.15 08/01/43                                       | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38731.74     | 0.04%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6710                                              | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33974 | PA      | $31259.78     | 0.03%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                             | EVRG V6.65 06/01/55                                    | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25797.31     | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8410                                              | CUSIP: 3132DWKX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37594 | PA      | $39030.86     | 0.04%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                       | SRE 3.7 03/15/52                                       | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18597.18     | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD4710                                              | CUSIP: 3132DSGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22206 | PA      | $22054.55     | 0.02%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.875 08/15/45                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $52019.53     | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                 | OGLETH 5.95 11/01/39                                   | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64355.50     | 0.07%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8384                                              | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120849 | PA      | $124120.79    | 0.14%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                            | LMT 4.7 12/15/31                                       | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31095.20     | 0.03%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                         | LM 5.625 01/15/44                                      | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.27      | 0.01%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                  | IBM 4 06/20/42                                         | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42200.94     | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8172                                              | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    436537 | PA      | $363969.43    | 0.40%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G61233                                              | CUSIP: 31335BLN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37216 | PA      | $34962.58     | 0.04%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                      | HSBC V6.547 06/20/34                                   | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $65157.01     | 0.07%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                         | MEX 6.875 05/13/37                                     | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $216471.58    | 0.24%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | U.S. Treasury Bond Futures, Jun-2026,ETH               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -24 | NC      | $-35858.35    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Totalenergies Capital USA LLC                          | TTEFP 4.569 01/13/33                                   | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25340.91     | 0.03%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V4.946 10/22/35                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76140.39     | 0.08%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | TMUS 3.6 11/15/60                                      | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20241.83     | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 06/30/27                                        | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $240918.75    | 0.26%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 12/15/28                                         | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $170511.33    | 0.19%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM7518                                              | CUSIP: 3140XBK82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165414 | PA      | $145992.59    | 0.16%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K516 A2                                           | CUSIP: 3137HBPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     50000 | PA      | $52193.95     | 0.06%             | 2029-01-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                           | SHW 3.8 08/15/49                                       | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22892.52     | 0.03%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                              | DHR 3.25 11/15/39                                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $20710.41     | 0.02%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                          | GOOGL 1.9 08/15/40                                     | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31090.45     | 0.03%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.75 08/15/55                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $224090.63    | 0.25%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC 7.75 05/14/38                                      | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $36788.76     | 0.04%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                 | GM 4.2 10/01/27                                        | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71182.92     | 0.08%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G04219                                              | CUSIP: 3128M6AU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12539 | PA      | $13143.72     | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNA 2018-M4 A2                                         | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     15145 | PA      | $14986.04     | 0.02%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA3248                                              | CUSIP: 31418CTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5749 | PA      | $5700.88      | 0.01%             | 2033-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                      | PNC V5.582 06/12/29                                    | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20722.78     | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8104                                              | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17362 | PA      | $13826.74     | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                              | CRBG 6.05 09/15/33                                     | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26766.86     | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                       | MRSH 2.375 12/15/31                                    | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22585.77     | 0.02%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                             | AAPL 2.65 02/08/51                                     | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     74000 | PA      | $46682.12     | 0.05%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                  | MASSIN 3.885 07/01/16                                  | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     59000 | PA      | $42598.55     | 0.05%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                | SPG 3.25 09/13/49                                      | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10562.05     | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 08/15/27                                        | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $170743.75    | 0.19%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                        | DLTR 4.2 05/15/28                                      | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50184.95     | 0.06%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 3.875 06/30/30                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $243750.00    | 0.27%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                             | INTU 1.35 07/15/27                                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24207.36     | 0.03%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | JNJ 2.1 09/01/40                                       | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36078.14     | 0.04%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                    | NY PORTRN 4.81 10/15/2065                              | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23469.17     | 0.03%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | HBAN V6.141 11/18/39                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36838.07     | 0.04%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.375 05/15/40                                       | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20167.19     | 0.02%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                              | KHC 5.2 07/15/45                                       | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27525.43     | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM1898                                              | CUSIP: 3140J6DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20533 | PA      | $19946.84     | 0.02%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                             | BIIB 3.15 05/01/50                                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26375.75     | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FG G60819                                              | CUSIP: 31335A4C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9992 | PA      | $10162.25     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                               | HCA 5.5 06/01/33                                       | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10484.03     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB5113                                              | CUSIP: 3140QQVF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18042 | PA      | $18451.45     | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                        | CRM 3.05 07/15/61                                      | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14612.78     | 0.02%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.25 09/30/28                                        | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $137410.16    | 0.15%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS7601                                              | CUSIP: 3138WHNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7695 | PA      | $7581.15      | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS1340                                              | CUSIP: 3140XGP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161771 | PA      | $142146.77    | 0.16%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 07/31/30                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $142214.84    | 0.16%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | OXY 6.45 09/15/36                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     62000 | PA      | $67626.04     | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 08/31/31                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $403312.50    | 0.44%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                           | TMO 4.95 11/21/32                                      | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51947.91     | 0.06%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST  | WFNMT 2024-B A                                         | CUSIP: 981464HU7<br>LEI: 549300RSY3BGZS85SD04 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50525.56     | 0.06%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 12/31/30                                       | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $195936.91    | 0.22%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS 3.25 08/15/29                                      | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24314.88     | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FNMA-30YR                                              | CUSIP: 01F012635<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $19851.99     | 0.02%             | 2056-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                              | GS V4.516 01/21/32                                     | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25156.08     | 0.03%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7534                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134057 | PA      | $118372.80    | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                          | EQIX 2.95 09/15/51                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     46000 | PA      | $29264.20     | 0.03%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.375 11/15/49                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $110343.75    | 0.12%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL0846                                              | CUSIP: 3138EG5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1902 | PA      | $1894.78      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                          | SPLLLC 4.2 03/15/28                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50203.54     | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                              | DUK 3.7 12/01/47                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33208.60     | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08479                                              | CUSIP: 3128MJQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18206 | PA      | $17644.50     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AE0828                                              | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121327 | PA      | $118538.55    | 0.13%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD7520                                              | CUSIP: 3132DVK95<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     51434 | PA      | $50686.83     | 0.06%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4442                                              | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88154 | PA      | $82290.80     | 0.09%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V5.664 04/17/36                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52858.05     | 0.06%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-15YR                                              | CUSIP: 01F022436<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23836.58     | 0.03%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 12/31/32                                       | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $121190.63    | 0.13%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 07/15/28                                       | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $192107.81    | 0.21%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                        | BANK 2022-BNK39 AS                                     | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $58071.18     | 0.06%             | 2055-02-18      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD4495                                              | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57901 | PA      | $60250.89     | 0.07%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                             | OKE 5.2 07/15/48                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22768.64     | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4942                                              | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49449 | PA      | $51031.68     | 0.06%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                    | CMCSA 5.3 05/15/35                                     | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26163.73     | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FHMS K088 A2                                           | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     80000 | PA      | $80005.08     | 0.09%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8043                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91731 | PA      | $84168.00     | 0.09%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2 02/15/50                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $180480.08    | 0.20%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                           | NSC 3.15 06/01/27                                      | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22817.37     | 0.03%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4599                                              | CUSIP: 3132A5DC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41072 | PA      | $39572.20     | 0.04%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.625 11/15/55                                       | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $164755.08    | 0.18%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                 | GM 6.6 04/01/36                                        | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     38000 | PA      | $41720.10     | 0.05%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                           | TGT 4 07/01/42                                         | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30213.66     | 0.03%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2907                                              | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6478 | PA      | $6382.12      | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8647                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    202825 | PA      | $204835.26    | 0.22%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3 02/15/49                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $53533.59     | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2522                                              | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13389 | PA      | $12836.68     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.25 08/15/31                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    310000 | PA      | $274458.98    | 0.30%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4126                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5149 | PA      | $4788.06      | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4447                                              | CUSIP: 31418D5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48551 | PA      | $44711.20     | 0.05%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.75 02/15/45                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $71771.88     | 0.08%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                  | LOW 4.05 05/03/47                                      | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12071.27     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                              | RTX 3.5 03/15/27                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24928.46     | 0.03%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V3.54 05/01/28                                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12927.97     | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD5165                                              | CUSIP: 3132DSW24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21031 | PA      | $20891.31     | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.875 08/15/28                                       | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $296460.94    | 0.33%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA1710                                              | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11331 | PA      | $11367.69     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX 4 03/15/28                                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18016.44     | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                      | PNC V6.875 10/20/34                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22735.94     | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                         | DTE 5.2 04/01/30                                       | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25951.33     | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | OXY 6.6 03/15/46                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10635.41     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                | IFF 5 09/26/48                                         | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3618.07      | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 3.375 11/30/27                                       | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199894.53    | 0.22%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.25 08/15/27                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $294996.09    | 0.32%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS9611                                              | CUSIP: 3140XRVD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113443 | PA      | $94960.44     | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4363                                              | CUSIP: 31418DZ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34048 | PA      | $29589.60     | 0.03%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                               | MPC 5 09/15/54                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2597.43      | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                       | MCD 4.875 12/09/45 MTN                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27868.47     | 0.03%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 07/31/31                                       | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $565017.58    | 0.62%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 6.25 05/15/30                                        | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $110761.72    | 0.12%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.75 05/15/55                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $234132.81    | 0.26%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 06/15/28                                       | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202187.50    | 0.22%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BC0885                                              | CUSIP: 3140EU6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30527 | PA      | $28296.53     | 0.03%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM6555                                              | CUSIP: 3140XAH96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16586 | PA      | $13982.00     | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS K147 A2                                           | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     60000 | PA      | $56926.67     | 0.06%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                     | SNLN 5.15 03/20/27                                     | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25290.04     | 0.03%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | 10-Year T-Note Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -20 | NC      | $-10506.96    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                                | WBS V5.784 09/11/35                                    | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51593.18     | 0.06%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H070639<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $25839.25     | 0.03%             | 2056-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2497                                              | CUSIP: 31418BX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5319 | PA      | $5243.51      | 0.01%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.25 06/30/29                                        | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $452689.45    | 0.50%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA1133                                              | CUSIP: 36179NHJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9427 | PA      | $9290.54      | 0.01%             | 2028-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Hanover Insurance Group, Inc.                      | THG 5.5 09/01/35                                       | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25592.44     | 0.03%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                     | XEL 3.6 09/15/42                                       | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32182.10     | 0.04%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8475                                              | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83975 | PA      | $85393.13     | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                     | HBAN V5.272 01/15/31                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25882.73     | 0.03%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: —       |
| Bank 2019-Bnk21                                        | BANK 2019-BN21 A5                                      | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $71854.18     | 0.08%             | 2052-10-18      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                              | CRBG 4.4 04/05/52                                      | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19894.69     | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                  | BAC V5.015 07/22/33 MTN                                | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102912.24    | 0.11%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 04/30/30                                         | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100101.56    | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AK3263                                              | CUSIP: 3138E7TV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3920 | PA      | $3892.83      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 07/31/29                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $45838.48     | 0.05%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR QC7457                                              | CUSIP: 3133ASJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35810 | PA      | $31276.34     | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                   | STLD 3.45 04/15/30                                     | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19463.17     | 0.02%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc.                                  | RDSALN 5.5 03/25/40 144A                               | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28169.52     | 0.03%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7473                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43332 | PA      | $39794.73     | 0.04%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                      | FDX 4.4 01/15/47 *                                     | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     33000 | PA      | $27964.33     | 0.03%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 05/31/30                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $428596.87    | 0.47%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 11/15/28                                         | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $170498.05    | 0.19%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $204073.00    | 0.22%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 254903                                              | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48064 | PA      | $49306.75     | 0.05%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MORTGAGE TRUST                      | BMARK 2025-V14 A3                                      | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51733.09     | 0.06%             | 2057-04-17      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES OF LONG ISLAND                | CATHLI 3.368 07/01/50 2020                             | CUSIP: 14918AAD1<br>LEI: 549300Y066X8UH04LV85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17672.13     | 0.02%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                              | TOYOTA 4.55 08/09/29                                   | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102255.18    | 0.11%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                  | VALEBZ 6.125 06/12/33                                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $21546.23     | 0.02%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR RA6815                                              | CUSIP: 3133KNSC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25369 | PA      | $22269.65     | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                        | MDT 4.375 03/15/35                                     | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9902.92      | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                       | BPLN 4.893 09/11/33                                    | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15411.18     | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5329                                              | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26708 | PA      | $25652.20     | 0.03%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AXP V4.989 05/26/33                                    | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72538.64     | 0.08%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-15YR                                              | CUSIP: 01F030439<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -100000 | PA      | $-96829.20    | -0.11%            | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS 4.3 01/27/45                                        | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17458.62     | 0.02%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                             | LDOS 5.4 03/15/32                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15651.23     | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G61231                                              | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27823 | PA      | $26980.46     | 0.03%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                | FHLB 3.25 11/16/28                                     | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     85000 | PA      | $84771.57     | 0.09%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4496                                              | CUSIP: 31418D7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47850 | PA      | $43626.39     | 0.05%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG V83344                                              | CUSIP: 3132L8WD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5871 | PA      | $5771.30      | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 5.375 07/15/40                                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38443.32     | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                  | PH 6.25 05/15/38 MTN                                   | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17016.53     | 0.02%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 08/15/34                                       | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $405601.17    | 0.45%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                               | T 3.8 12/01/57                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17550.80     | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB4120                                              | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38767 | PA      | $37865.56     | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD7514                                              | CUSIP: 3132DVK38<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     44311 | PA      | $42374.20     | 0.05%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD0844                                              | CUSIP: 3132DM5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63075 | PA      | $61062.59     | 0.07%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 11/30/30                                         | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199921.88    | 0.22%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 06/30/32                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101894.53    | 0.11%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                           | EXC 4.45 04/15/46                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25530.85     | 0.03%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                 | BWP 4.45 07/15/27                                      | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18082.27     | 0.02%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                       | AMZN 3.875 08/22/37                                    | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18559.83     | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                    | CMCSA 5.65 06/01/54                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24134.04     | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                       | BPLN 4.812 02/13/33                                    | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76875.47     | 0.08%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                            | LMT 4.8 08/15/34                                       | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25621.93     | 0.03%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                    | CMCSA 5.35 05/15/53                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13827.84     | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corporation                           | GD 3.75 05/15/28                                       | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23073.27     | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8099                                              | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81461 | PA      | $77424.35     | 0.08%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                         | APD 4.6 02/08/29                                       | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76746.77     | 0.08%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                       | PM 4.875 11/15/43                                      | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30001.54     | 0.03%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                              | TRV 6.25 06/15/37 MTN                                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15721.08     | 0.02%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA3182                                              | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6756 | PA      | $6454.37      | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                            | SRE 2.95 04/15/27                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24766.95     | 0.03%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                  | ONT 1.125 10/07/30                                     | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     30000 | PA      | $26826.43     | 0.03%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F022634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -25000 | PA      | $-21670.48    | -0.02%            | 2056-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 4.9 02/06/33                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138857.05    | 0.15%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AT2720                                              | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24237 | PA      | $22784.16     | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                          | JEF 6.45 06/08/27                                      | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25671.54     | 0.03%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B                         | TAOT 2025-B A3                                         | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40404.93     | 0.04%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                   | CHTR 6.834 10/23/55                                    | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42304.40     | 0.05%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 11/30/32                                        | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $255697.27    | 0.28%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4868                                              | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27126 | PA      | $27416.94     | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 5 05/15/45                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $105734.38    | 0.12%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | BNSF 3.9 08/01/46                                      | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4091.99      | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4731                                              | CUSIP: 3132A5HG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4291 | PA      | $4213.75      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                            | MIZUHO V2.172 05/22/32                                 | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     53000 | PA      | $47744.13     | 0.05%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4663                                              | CUSIP: 3132A5FC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5386 | PA      | $5166.41      | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8151                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243458 | PA      | $242934.98    | 0.27%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | MO 4.8 02/14/29                                        | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25551.46     | 0.03%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                            | EIBKOR 4.875 01/14/30                                  | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     75000 | PA      | $78141.16     | 0.09%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 01/31/33                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     90000 | PA      | $91553.91     | 0.10%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V6.342 10/18/33                                     | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55008.41     | 0.06%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 08/15/28                                       | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $186076.76    | 0.20%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                             | BA 3.25 02/01/35                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35662.98     | 0.04%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                           | NOC 4.7 03/15/33                                       | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66415.30     | 0.07%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                       | PARA 4.95 05/19/50                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12646.28     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                  | FN BT0240                                              | CUSIP: 3140LNHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145410 | PA      | $121237.99    | 0.13%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM2972                                              | CUSIP: 3140X6JS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56917 | PA      | $56573.57     | 0.06%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                              | AMH 5.25 03/15/35                                      | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25238.13     | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4582                                              | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16093 | PA      | $14992.53     | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C V4.412 03/31/31                                      | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20108.78     | 0.02%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Sempra                                                 | SRE 4 02/01/48                                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15528.34     | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RB5137                                              | CUSIP: 3133KYV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36683 | PA      | $31811.52     | 0.03%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                | BNCN 4.7 09/20/47                                      | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2580.93      | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                          | JEF 5.5 02/15/36                                       | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24545.08     | 0.03%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                              | CNA 5.2 08/15/35                                       | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25180.04     | 0.03%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                        | MSFT 3.95 08/08/56                                     | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39832.94     | 0.04%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                     | KO 5 05/13/34                                          | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26343.48     | 0.03%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                    | CMCSA 6.45 03/15/37                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     27000 | PA      | $30244.53     | 0.03%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS7078                                              | CUSIP: 3140XN2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20885 | PA      | $20746.83     | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4198                                              | CUSIP: 36179SUX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13617 | PA      | $13786.44     | 0.02%             | 2047-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.625 11/15/50                                       | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $139991.02    | 0.15%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM4281                                              | CUSIP: 3140X7XK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19537 | PA      | $18716.10     | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                            | WMT 4.05 06/29/48                                      | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33918.11     | 0.04%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 08/15/35                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    485000 | PA      | $497087.11    | 0.55%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                       | FR RB5094                                              | CUSIP: 3133KYUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21975 | PA      | $19267.42     | 0.02%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                          | TRPCN 4.25 05/15/28                                    | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41233.21     | 0.05%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                       | HES 7.125 03/15/33                                     | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58449.00     | 0.06%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                     | RE 3.125 10/15/52                                      | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31790.30     | 0.03%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC 3.248 10/21/27 MTN                                 | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99215.18     | 0.11%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | 2-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -122 | NC      | $-41906.76    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Totalenergies Capital USA LLC                          | TTEFP 4.857 01/13/36                                   | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25275.43     | 0.03%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                              | APTV 5.4 03/15/49                                      | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     25000 | PA      | $23580.32     | 0.03%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                 | MSI 2.3 11/15/30                                       | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23003.16     | 0.03%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8323                                              | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20233 | PA      | $20391.51     | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM8745                                              | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56366 | PA      | $48915.76     | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA2897                                              | CUSIP: 3133KJGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71575 | PA      | $63035.51     | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 08/31/32                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $141564.06    | 0.16%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS K102 A2                                           | CUSIP: 3137FQKC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     20000 | PA      | $19236.88     | 0.02%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                    | NEE 3.5 04/01/29                                       | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29598.87     | 0.03%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                          | UBSCM 2018-C12 A5                                      | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49983.00     | 0.05%             | 2051-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675000 | PA      | $692482.50    | 0.76%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3 02/15/48                                           | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $81087.89     | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS7594                                              | CUSIP: 3140XPNL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89179 | PA      | $77887.91     | 0.09%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                             | BA 3.95 08/01/59                                       | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14395.66     | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                             | DG 5.45 07/05/33                                       | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10494.36     | 0.01%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -50000 | PA      | $-46922.15    | -0.05%            | 2056-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                 | PSD 4.223 06/15/48                                     | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20964.38     | 0.02%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.375 05/15/41                                       | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $35043.75     | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.875 02/15/51                                       | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $122571.09    | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | OHI 3.625 10/01/29                                     | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30210.51     | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM4869                                              | CUSIP: 3140J9MT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29737 | PA      | $29368.82     | 0.03%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                 | PFE 5.34 05/19/63                                      | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     35000 | PA      | $32882.64     | 0.04%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V5.314 01/18/41                                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24884.16     | 0.03%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| 3M Company                                             | MMM 2.875 10/15/27                                     | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18745.04     | 0.02%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc.                              | PARHC 3.192 07/01/49 2020                              | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28743.55     | 0.03%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Carlisle Companies Inc.                                | CSL 2.75 03/01/30                                      | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23751.95     | 0.03%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                   | CHTR 3.85 04/01/61                                     | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     39000 | PA      | $23645.94     | 0.03%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.75 08/15/32                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $255635.15    | 0.28%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                         | SPGI 2.9 03/01/32                                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65152.82     | 0.07%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8088                                              | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37850 | PA      | $34828.38     | 0.04%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB6862                                              | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20520 | PA      | $20749.83     | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                       | MRSH 5.15 03/15/34                                     | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25879.63     | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 08/31/27                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $220601.56    | 0.24%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                       | MRSH 4.375 03/15/29                                    | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75799.37     | 0.08%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 06/30/30                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101062.50    | 0.11%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA2960                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29587 | PA      | $27527.68     | 0.03%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                          | AEP 5.7 05/15/34                                       | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37061.15     | 0.04%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANKS                                | FR SD7523                                              | CUSIP: 3132DVLC7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     80062 | PA      | $71000.46     | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                         | AZO 4 04/15/30                                         | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124500.34    | 0.14%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 10/31/29                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $327512.50    | 0.36%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG C09055                                              | CUSIP: 31292SBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6520 | PA      | $6487.66      | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                      | VTR 4.75 11/15/30                                      | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14293.82     | 0.02%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4197                                              | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10485 | PA      | $10302.64     | 0.01%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                  | ETR 4.2 04/01/50                                       | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32454.21     | 0.04%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR QC9547                                              | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58038 | PA      | $51155.60     | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                               | EIB 4.25 02/08/36                                      | CUSIP: 298785KP0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     35000 | PA      | $35745.56     | 0.04%             | 2036-02-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | RY V4.65 10/18/30 GMTN                                 | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50993.90     | 0.06%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4581                                              | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16679 | PA      | $15203.87     | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4623                                              | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81050 | PA      | $70691.58     | 0.08%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                            | CQP 5.95 06/30/33                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32177.71     | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | OHI 4.75 01/15/28                                      | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23228.53     | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 3M Company                                             | MMM 3.625 10/15/47 MTN                                 | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17562.89     | 0.02%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                      | JNJ 5.25 06/01/54                                      | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15236.71     | 0.02%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM3039                                              | CUSIP: 3140X6LV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16264 | PA      | $16665.29     | 0.02%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                            | PGR 3.95 03/26/50                                      | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9460.09      | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8403                                              | CUSIP: 3132DWKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11445 | PA      | $11882.06     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                | AZN 2.25 05/28/31                                      | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91676.98     | 0.10%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                       | MRSH 5.7 09/15/53                                      | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9972.31      | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB3899                                              | CUSIP: 3140QPKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77578 | PA      | $73504.52     | 0.08%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08761                                              | CUSIP: 3128MJZ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5422 | PA      | $5185.70      | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                   | RY 3.875 05/04/32                                      | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24584.99     | 0.03%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.375 11/30/30                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $383802.73    | 0.42%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation               | JBIC 4.625 07/19/28                                    | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    150000 | PA      | $153589.77    | 0.17%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA3897                                              | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5302 | PA      | $5157.84      | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4586                                              | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55824 | PA      | $49882.93     | 0.05%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4761                                              | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36296 | PA      | $36708.25     | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.5 11/15/54                                         | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $249162.89    | 0.27%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.25 05/15/50                                        | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $192981.25    | 0.21%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                     | CVECN 6.75 11/15/39                                    | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5596.51      | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                        | SBUX 2 03/12/27                                        | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39293.35     | 0.04%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                 | OBDC 3.125 04/13/27 *                                  | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63238.55     | 0.07%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                         | HR 2 03/15/31                                          | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17740.97     | 0.02%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                            | NTRCN 5.625 12/01/40                                   | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5104.18      | 0.01%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHMS K101 A2                                           | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     50000 | PA      | $48052.38     | 0.05%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD8083                                              | CUSIP: 3132DV6U4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     43651 | PA      | $38307.02     | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.375 09/15/27                                       | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99917.97     | 0.11%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 07/31/27                                       | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $231365.62    | 0.25%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                 | AEE 5.125 03/15/55                                     | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23488.86     | 0.03%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                    | BNS 2.15 08/01/31                                      | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $45183.62     | 0.05%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD4553                                              | CUSIP: 3132DSBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30068 | PA      | $27265.49     | 0.03%             | 2053-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V2.58 04/22/32                                     | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161445.05    | 0.18%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                             | CARR 5.9 03/15/34                                      | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     43000 | PA      | $46526.47     | 0.05%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                              | UNP 4 04/15/47                                         | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15604.24     | 0.02%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.625 11/15/45                                       | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     85000 | PA      | $85577.73     | 0.09%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                            | PSX 5.875 05/01/42                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48390.93     | 0.05%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | ET 4.2 04/15/27                                        | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20052.19     | 0.02%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                            | ABBV 5.6 03/15/55                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25312.42     | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6996                                              | CUSIP: 36179VXZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53747 | PA      | $49434.69     | 0.05%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 05/15/35                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $174369.53    | 0.19%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                  | PCAR 4 08/08/28                                        | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25217.57     | 0.03%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                        | EXC 5.25 09/15/54                                      | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47567.14     | 0.05%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5388                                              | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157890 | PA      | $160558.53    | 0.18%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9904                                              | CUSIP: 36180AAD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23480 | PA      | $23241.29     | 0.03%             | 2054-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.875 11/15/30                                       | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $150742.19    | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                   | POLAND 5.5 03/18/54 30Y                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     35000 | PA      | $34341.67     | 0.04%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM1147                                              | CUSIP: 3140X4HZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26844 | PA      | $27469.22     | 0.03%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.375 05/15/33                                       | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $249103.13    | 0.27%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6039                                              | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26389 | PA      | $25226.03     | 0.03%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 08/31/29                                       | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $191209.77    | 0.21%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -50000 | PA      | $-41454.50    | -0.05%            | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                            | PGR 3 03/15/32                                         | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23227.29     | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                   | PANAMA 6.7 01/26/36                                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    115000 | PA      | $125744.53    | 0.14%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 3.375 12/31/27                                       | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $349849.61    | 0.38%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 01/31/31                                        | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $126293.95    | 0.14%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                 | AEE 2.95 06/15/27                                      | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17835.62     | 0.02%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                      | PEG 3.6 12/01/47 MTN                                   | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     96000 | PA      | $73313.40     | 0.08%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BU7103                                              | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214945 | PA      | $179063.28    | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                      | SYY 6.6 04/01/50                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28003.06     | 0.03%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                  | TRGP 6.25 07/01/52                                     | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25649.72     | 0.03%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.625 11/30/27                                       | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $190671.87    | 0.21%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | 5-Year T-Note Futures, Jun-2026,ETH                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -414 | NC      | $-148822.00   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| European Investment Bank                               | EIB 4.375 03/19/27                                     | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    250000 | PA      | $252295.76    | 0.28%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR SD8139                                              | CUSIP: 3132DWBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171938 | PA      | $136863.20    | 0.15%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                | CHTR 5.875 11/15/40                                    | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47010.34     | 0.05%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                            | AWK 3.75 09/01/47                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31198.16     | 0.03%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM3217                                              | CUSIP: 3140X6SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91290 | PA      | $87428.66     | 0.10%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.5 09/30/29                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150333.98    | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                           | ORCL 4.3 07/08/34                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45781.14     | 0.05%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                       | BMO V4.439 01/14/32 J                                  | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25145.04     | 0.03%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 07/31/32                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $152794.92    | 0.17%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 05/31/30                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151582.03    | 0.17%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                 | PFE 4.65 05/19/30                                      | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     25000 | PA      | $25630.09     | 0.03%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                           | BACR V3.33 11/24/42                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $58518.00     | 0.06%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD1618                                              | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37631 | PA      | $38359.86     | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.75 07/31/27                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29715.23     | 0.03%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                              | EBAY 5.125 11/06/35                                    | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25251.61     | 0.03%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                          | CA CAS 7.55 04/01/2039                                 | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     50000 | PA      | $61828.80     | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.5 11/15/33                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $303820.31    | 0.33%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stanford University                                    | STNFRD 1.289 06/01/27                                  | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24330.60     | 0.03%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                             | TVA 5.25 09/15/39                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     30000 | PA      | $32599.02     | 0.04%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18673                                              | CUSIP: 3128MMXB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5806 | PA      | $5691.09      | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                         | PLD 5.25 05/15/35                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78136.10     | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                           | T 3.875 08/15/40                                       | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $28556.25     | 0.03%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                          | BDX 2.823 05/20/30                                     | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35205.33     | 0.04%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                            | PEP 2.75 10/21/51                                      | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9674.47      | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                       | OHI 4.5 04/01/27                                       | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18034.56     | 0.02%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                             | BA 5.705 05/01/40                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36449.75     | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                     | MTNA 6 06/17/34                                        | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $48802.04     | 0.05%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Pfizer Investment Enterprises Pte Ltd.                 | PFE 4.75 05/19/33                                      | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $40842.19     | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 05/31/28                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $241246.87    | 0.26%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                             | BAX 2.272 12/01/28                                     | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37834.65     | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                    | ONCRTX 4.55 09/15/32                                   | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126393.09    | 0.14%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BC4777                                              | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36456 | PA      | $35514.61     | 0.04%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG E09025                                              | CUSIP: 31294UA29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3588 | PA      | $3543.68      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                           | NDSN 4.5 12/15/29                                      | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25350.43     | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F070633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $131357.50    | 0.14%             | 2055-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.25 11/15/40                                        | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $19810.94     | 0.02%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.375 08/15/50                                       | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $100440.23    | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 09/30/31                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $320562.50    | 0.35%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                | SPG 6.25 01/15/34                                      | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27659.84     | 0.03%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                 | ASIA 3.75 08/28/30 GMTN                                | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     60000 | PA      | $60587.29     | 0.07%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                        | KFW 4.75 10/29/30                                      | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     80000 | PA      | $84183.82     | 0.09%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H040632<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $24049.13     | 0.03%             | 2056-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $431838.25    | 0.47%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                            | COF V6.312 06/08/29                                    | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15687.21     | 0.02%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                               | V 1.1 02/15/31                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26387.19     | 0.03%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                       | BNSF 6.15 05/01/37                                     | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $11226.74     | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3 05/15/42                                           | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $207773.44    | 0.23%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | MO 2.45 02/04/32                                       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17949.11     | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.75 11/15/29                                        | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $268579.10    | 0.29%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6931                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22008 | PA      | $19451.91     | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | NRUC 4.023 11/01/32                                    | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42481.22     | 0.05%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF MICHIGAN (MI)             | MI UNVHGR 3.5 04/01/2052                               | CUSIP: 914455UH1<br>LEI: 549300MFOB21PM9P9H72 | Long             | DBT              | MUN               | US        |     50000 | PA      | $38289.86     | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8220                                              | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64532 | PA      | $58540.87     | 0.06%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL1869                                              | CUSIP: 3138EJCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3971 | PA      | $3941.45      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                             | AMGN 4.4 02/22/62                                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64109.55     | 0.07%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4568                                              | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30505 | PA      | $29076.29     | 0.03%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2 08/15/51                                           | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $59835.94     | 0.07%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                   | FYBR 6.86 02/01/28 E                                   | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52081.35     | 0.06%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24309.63     | 0.03%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                         | MEX 4.28 08/14/41                                      | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     60000 | PA      | $48959.53     | 0.05%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                | CBOE 3 03/16/32                                        | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28082.02     | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4756                                              | CUSIP: 3132A5H99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3903 | PA      | $3833.17      | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corporation                   | WEC 4.55 12/01/29                                      | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35761.10     | 0.04%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V3.622 04/01/31 MTN                                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14666.78     | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                    | MUFG 4.153 03/07/39                                    | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $28254.04     | 0.03%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -25000 | PA      | $-22074.35    | -0.02%            | 2056-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6770                                              | CUSIP: 36179VQX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32064 | PA      | $32902.38     | 0.04%             | 2050-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                              | KLAC 3.3 03/01/50                                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14231.86     | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                | CNP 2.35 04/01/31 AE                                   | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55016.90     | 0.06%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                              | ROK 4.2 03/01/49                                       | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11052.26     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                  | TRGP 6.15 03/01/29                                     | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10578.21     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                             | TVA 4.65 06/15/35                                      | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $52330.34     | 0.06%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                            | ECL 2.125 08/15/50                                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     13000 | PA      | $7346.60      | 0.01%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                             | AMT 3.1 06/15/50                                       | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6724.96      | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                | UNH 5.2 04/15/63                                       | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27127.28     | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                 | PFE 4.45 05/19/28                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     35000 | PA      | $35508.95     | 0.04%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                     | KO 4.65 08/14/34                                       | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25852.47     | 0.03%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Toll Brothers Finance Corp.                            | TOL 4.875 03/15/27                                     | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50306.52     | 0.06%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                            | LMT 6.15 09/01/36 B                                    | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     49000 | PA      | $55111.16     | 0.06%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5329                                              | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58739 | PA      | $61037.34     | 0.07%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5192                                              | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24640 | PA      | $25599.36     | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                              | NEE 3.15 10/01/49                                      | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24655.93     | 0.03%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                         | CITI TRI PARTY                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | RA               | CORP              | US        |   1470000 | PA      | $1470000.00   | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18550                                              | CUSIP: 3128MMTG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9755 | PA      | $9641.34      | 0.01%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHLMC 6.75 03/15/31                                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     20000 | PA      | $22930.22     | 0.03%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS6931                                              | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20495 | PA      | $20948.55     | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | TFC 3.875 03/19/29 MTN                                 | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114411.24    | 0.13%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9852                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30085 | PA      | $30813.73     | 0.03%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                             | OKE 4.55 07/15/28                                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50554.34     | 0.06%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA5327                                              | CUSIP: 31418E4M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86097 | PA      | $86569.19     | 0.10%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA1983                                              | CUSIP: 31418BFZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4653 | PA      | $4664.08      | 0.01%             | 2034-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 01/31/29                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $218619.73    | 0.24%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                               | AON 5 09/12/32                                         | CUSIP: 03740LAF9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51497.08     | 0.06%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | MO 3.4 05/06/30                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48689.59     | 0.05%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS7106                                              | CUSIP: 3138WG3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10190 | PA      | $9775.31      | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                              | BHI 3.337 12/15/27                                     | CUSIP: 05723KAE0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47614.25     | 0.05%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8393                                              | CUSIP: 3132DWKE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44482 | PA      | $44101.48     | 0.05%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                  | URUGUA 4.975 04/20/55                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     34000 | PA      | $31539.19     | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                               | HCA 6.2 03/01/55                                       | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20542.18     | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | NRUC 4.15 08/25/28 D                                   | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35250.99     | 0.04%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                    | NY PORTRN 5.65 11/01/2040                              | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $109122.33    | 0.12%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-15YR                                              | CUSIP: 01F050437<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50790.25     | 0.06%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.375 11/15/31                                       | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $265664.06    | 0.29%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                     | ET 5.6 09/01/34                                        | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     82000 | PA      | $85730.58     | 0.09%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 07/31/30                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $6124.92      | 0.01%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                   | EMR 1.8 10/15/27                                       | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27188.62     | 0.03%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                  | FN AD8529                                              | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12956 | PA      | $13162.38     | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C V3.057 01/25/33                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46262.56     | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BP6618                                              | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74417 | PA      | $65283.86     | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 11/30/31                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30802.73     | 0.03%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                 | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -38 | NC      | $-66869.47    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Westpac Banking Corp.                                  | WSTP V2.668 11/15/35                                   | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $45961.97     | 0.05%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4587                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51345 | PA      | $50394.33     | 0.06%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                       | DUK 3.95 08/15/47                                      | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27263.93     | 0.03%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.75 08/15/42                                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $119695.31    | 0.13%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                               | H 5.375 12/15/31                                       | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20740.42     | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575000 | PA      | $582420.38    | 0.64%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS4975                                              | CUSIP: 3140XLQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49568 | PA      | $46240.15     | 0.05%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08659                                              | CUSIP: 3128MJWV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18399 | PA      | $17660.19     | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                     | IR 5.7 08/14/33                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10700.17     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                            | COR 3.45 12/15/27                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24821.93     | 0.03%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                               | DVN 5.6 07/15/41                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15039.18     | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD0792                                              | CUSIP: 3132DM2Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74492 | PA      | $62487.02     | 0.07%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 1.68 10/30/30                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     66000 | PA      | $59229.34     | 0.07%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 12/31/30                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20202.34     | 0.02%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Providence Health & Services Obligated Group           | PSJHOG 3.744 10/01/47 I                                | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $21910.79     | 0.02%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C 4.65 07/23/48                                        | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22330.53     | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                              | TD 4.783 12/17/29                                      | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51472.87     | 0.06%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                           | T 3.375 09/15/28                                       | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $179957.81    | 0.20%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER INTERNATIONAL LTD                     | TRTN 5.15 02/15/33                                     | CUSIP: 89681LAC6<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50037.66     | 0.05%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                      | INTC 3.25 11/15/49                                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $52472.55     | 0.06%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                  | SO 4.55 03/15/30                                       | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25504.48     | 0.03%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8491                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81266 | PA      | $83182.34     | 0.09%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                          | OC 4.3 07/15/47                                        | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19110.59     | 0.02%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FHLMC 6.25 07/15/32                                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     39000 | PA      | $44578.17     | 0.05%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                      | EPD 4.2 01/31/50                                       | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28794.15     | 0.03%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                             | NDAQ 3.95 03/07/52                                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17542.03     | 0.02%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                       | MRK 3.7 02/10/45                                       | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60657.47     | 0.07%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -25000 | PA      | $-22933.73    | -0.03%            | 2056-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F062630<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $233683.88    | 0.26%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                            | ECL 3.25 12/01/27                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24861.15     | 0.03%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                    | CHILE 3.5 01/25/50                                     | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    120000 | PA      | $90833.15     | 0.10%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4128                                              | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12201 | PA      | $11013.73     | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.875 02/15/41                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $46947.27     | 0.05%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM6097                                              | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42805 | PA      | $34074.32     | 0.04%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                 | LNC 5.852 03/15/34                                     | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36241.06     | 0.04%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                          | ICE 3 06/15/50                                         | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26458.24     | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                  | LOW 3.5 04/01/51                                       | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53433.07     | 0.06%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.625 08/31/30                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $110580.08    | 0.12%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNA 2019-M1 A2                                         | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     17630 | PA      | $17599.80     | 0.02%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                             | AER V6.95 03/10/55                                     | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $137292.58    | 0.15%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA2151                                              | CUSIP: 36179QL82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5085 | PA      | $5255.94      | 0.01%             | 2044-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                             | NTRS V3.375 05/08/32                                   | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24754.12     | 0.03%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                       | DB V3.547 09/18/31                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48030.48     | 0.05%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BK0922                                              | CUSIP: 3140HEAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17493 | PA      | $17550.10     | 0.02%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB9019                                              | CUSIP: 3140QVAV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38478 | PA      | $39574.63     | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7705                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62114 | PA      | $54846.89     | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS2043                                              | CUSIP: 3140XHHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37848 | PA      | $33229.51     | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5077                                              | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10482 | PA      | $10077.38     | 0.01%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4129                                              | CUSIP: 31418DST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41171 | PA      | $38272.37     | 0.04%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD2253                                              | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32655 | PA      | $30857.42     | 0.03%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C 4.45 09/29/27                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58353.42     | 0.06%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6868                                              | CUSIP: 36179VTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27880 | PA      | $27294.11     | 0.03%             | 2050-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                     | CM V4.243 09/08/28                                     | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25123.12     | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                | MPLX 6.2 09/15/55                                      | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25407.33     | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | CAH 4.9 09/15/45                                       | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9187.58      | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8148                                              | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53965 | PA      | $49516.13     | 0.05%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2-30YR-Multi                                          | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $24705.15     | 0.03%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                    | D 2.95 11/15/51                                        | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     42000 | PA      | $26734.25     | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 11/15/34                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $436720.70    | 0.48%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.25 11/15/27                                        | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $215806.25    | 0.24%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-15YR                                              | CUSIP: 01F060436<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25862.00     | 0.03%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS5175                                              | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47233 | PA      | $45719.52     | 0.05%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                | BNCN 4.85 03/29/29                                     | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25452.61     | 0.03%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 3 11/20/60                                          | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14951.09     | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                    | BNS 2.951 03/11/27                                     | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29775.06     | 0.03%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.125 02/15/42                                       | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $314124.22    | 0.34%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                            | AVB 1.9 12/01/28                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38050.35     | 0.04%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7138                                              | CUSIP: 36179V4X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37108 | PA      | $35466.62     | 0.04%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA8791                                              | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40311 | PA      | $40782.26     | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.25 05/15/41                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $182418.75    | 0.20%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR RA7928                                              | CUSIP: 3133KPYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39594 | PA      | $39340.05     | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                              | TOYOTA 5 03/19/27 B                                    | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50681.65     | 0.06%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                  | WDSAU 5.7 09/12/54                                     | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $24174.58     | 0.03%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.375 10/31/28                                       | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $280031.05    | 0.31%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.625 12/31/27                                       | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $437610.94    | 0.48%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | WFC V6.303 10/23/29                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26376.64     | 0.03%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD4697                                              | CUSIP: 3132DSGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56958 | PA      | $59357.84     | 0.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD7537                                              | CUSIP: 3132DVLS2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    101096 | PA      | $85286.14     | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4236                                              | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31986 | PA      | $25470.40     | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                           | MAA 3.95 03/15/29                                      | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25013.41     | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $175811.13    | 0.19%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                               | EIB 4.375 10/10/31                                     | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $103794.16    | 0.11%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8490                                              | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55563 | PA      | $56127.93     | 0.06%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.75 12/31/28                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $358480.66    | 0.39%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA3238                                              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7211 | PA      | $6888.71      | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 2.987 10/30/56                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24396.22     | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 890397                                              | CUSIP: 31410LGE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       131 | PA      | $130.29       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners, LP                            | ENBCN 4.5 03/15/45                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39046.94     | 0.04%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 05/31/32                                       | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $164168.75    | 0.18%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN 725162                                              | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15532 | PA      | $16227.68     | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 09/30/32                                       | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $141509.38    | 0.16%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                               | VMC 3.5 06/01/30                                       | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58700.60     | 0.06%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                           | UNANA 2.625 08/12/51 30Y                               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31905.68     | 0.04%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                     | DUK 2.5 03/15/31                                       | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4612.00      | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                  | TRGP 6.5 03/30/34                                      | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11078.27     | 0.01%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.375 05/15/51                                       | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $233135.16    | 0.26%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6866                                              | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58752 | PA      | $54045.11     | 0.06%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM4806                                              | CUSIP: 3140J9KU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40382 | PA      | $37431.17     | 0.04%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                              | GS V4.223 05/01/29                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90250.35     | 0.10%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA2076                                              | CUSIP: 36179QJV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5282 | PA      | $5460.04      | 0.01%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08801                                              | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7932 | PA      | $7798.54      | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                             | OKE 4.2 10/03/47                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     88000 | PA      | $69718.41     | 0.08%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                  | WDSAU 5.1 09/12/34                                     | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25134.01     | 0.03%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                | MA 4.35 01/15/32                                       | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50707.46     | 0.06%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                      | EPD 6.875 03/01/33 D                                   | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     44000 | PA      | $50601.42     | 0.06%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.125 11/15/41                                       | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $34109.38     | 0.04%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 6 08/03/55                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22054.62     | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd                                     | ATH V6.625 10/15/54                                    | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82408.98     | 0.09%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                   | KDP 4.42 12/15/46                                      | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $19157.11     | 0.02%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| American University                                    | AMUNIV 3.672 04/01/49 2019                             | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19595.17     | 0.02%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                             | AAPL 4.65 02/23/46                                     | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32619.62     | 0.04%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                            | SRE 5.75 06/01/53                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30169.49     | 0.03%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS8142                                              | CUSIP: 3138WJBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8740 | PA      | $8611.08      | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                              | PHILIP 5 07/17/33                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $206048.84    | 0.23%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.25 02/15/52                                        | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $94933.59     | 0.10%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                        | IDBINV 3.625 11/20/28                                  | CUSIP: 45828Q2G1<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |     80000 | PA      | $80304.13     | 0.09%             | 2028-11-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                              | GS V5.561 11/19/45                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50122.02     | 0.06%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                    | BNS V4.043 09/15/28                                    | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50074.93     | 0.05%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.375 05/15/27                                       | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    135000 | PA      | $133241.31    | 0.15%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 12/15/27                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $191955.66    | 0.21%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BE3619                                              | CUSIP: 3140FPAV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10105 | PA      | $9923.14      | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                        | CVX 3.25 10/15/29                                      | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25614.09     | 0.03%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6767                                              | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39494 | PA      | $37754.08     | 0.04%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                            | HUM 4.8 03/15/47                                       | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15083.39     | 0.02%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                           | CMI 5.45 02/20/54                                      | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20022.04     | 0.02%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2806                                              | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23396 | PA      | $21686.19     | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | META 4.3 08/15/29                                      | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76278.25     | 0.08%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4525                                              | CUSIP: 3132A5A21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38056 | PA      | $35711.66     | 0.04%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18665                                              | CUSIP: 3128MMW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6597 | PA      | $6393.15      | 0.01%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                          | QCOM 4.5 05/20/52                                      | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21220.45     | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V6.087 10/23/29                                    | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21015.70     | 0.02%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 5.75 11/30/45                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20224.18     | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                          | BDX 4.685 12/15/44                                     | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20238.49     | 0.02%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                               | HCA 5.25 03/01/30                                      | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25943.28     | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                   | STNFHC 3.795 11/15/48 2018                             | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14451.66     | 0.02%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2 11/15/41                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $234710.94    | 0.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB9026                                              | CUSIP: 3140QVA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56394 | PA      | $59395.04     | 0.07%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7254                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210481 | PA      | $178425.51    | 0.20%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                             | BAX 4.45 02/15/29                                      | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20098.32     | 0.02%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9964                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45172 | PA      | $45400.28     | 0.05%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS9098                                              | CUSIP: 3140XRDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20962 | PA      | $21118.43     | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.125 02/15/31                                       | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $258881.64    | 0.28%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2579                                              | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11085 | PA      | $10740.27     | 0.01%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 10/31/29                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $244593.75    | 0.27%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 11/15/35                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $371358.59    | 0.41%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                           | AVGO 4.6 07/15/30                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51114.68     | 0.06%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.375 08/31/28                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $133062.11    | 0.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 11/30/29                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $281509.77    | 0.31%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1            | MBART 2025-1 A4                                        | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51280.55     | 0.06%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8369                                              | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91209 | PA      | $94694.73     | 0.10%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                            | ABBV 5.05 03/15/34                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77874.43     | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                      | ES 5.95 02/01/29                                       | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41980.07     | 0.05%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                        | CVS 5.7 06/01/34                                       | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52797.04     | 0.06%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                        | BWA 4.95 08/15/29                                      | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25686.01     | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                 | CB 4.9 08/15/35                                        | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25392.18     | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                     | SANTAN 5.294 08/18/27                                  | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $152697.21    | 0.17%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RB5114                                              | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32770 | PA      | $29380.76     | 0.03%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS9405                                              | CUSIP: 3140XRNX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40332 | PA      | $42084.20     | 0.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                        | BHP 5 09/30/43                                         | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     48000 | PA      | $46585.11     | 0.05%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                           | AMXLMM 6.125 11/15/37                                  | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     65000 | PA      | $71206.73     | 0.08%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                     | ESS 2.65 09/01/50                                      | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18268.59     | 0.02%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4474                                              | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137071 | PA      | $122466.63    | 0.13%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                              | CRHID 5 02/09/36                                       | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25344.62     | 0.03%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                        | KFW 4.625 03/18/30                                     | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     50000 | PA      | $52131.73     | 0.06%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                      | TSN 4.875 08/15/34                                     | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28381.34     | 0.03%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| British Columbia (Province Of)                         | BRCOL 4.8 11/15/28                                     | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |     15000 | PA      | $15499.47     | 0.02%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                        | CSX 4.3 03/01/48                                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17075.54     | 0.02%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                   | OTIS 5.125 11/19/31                                    | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52345.71     | 0.06%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                      | VTR 4.375 02/01/45                                     | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8639.64      | 0.01%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                       | PCG 2.5 02/01/31                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155463.37    | 0.17%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8331                                              | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167493 | PA      | $171040.31    | 0.19%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                           | EFX 4.8 09/15/29                                       | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25464.11     | 0.03%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                          | GOOGL 5.65 02/15/56                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25585.74     | 0.03%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                  | LOW 4 10/15/28                                         | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50153.71     | 0.06%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-4 Owner Trust              | HAROT 2025-4 A3                                        | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40281.64     | 0.04%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS0873                                              | CUSIP: 3140XF6K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16565 | PA      | $15801.58     | 0.02%             | 2042-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2737                                              | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17293 | PA      | $16029.04     | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                  | REG 5.1 01/15/35                                       | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25583.08     | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD7502                                              | CUSIP: 3132DVKP9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     18540 | PA      | $17729.73     | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                        | SOLV 5.6 03/23/34                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33458.26     | 0.04%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                        | HD 5.3 06/25/54                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24294.13     | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                    | UAL 5.8 01/15/36                                       | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |     54638 | PA      | $57893.67     | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA0786                                              | CUSIP: 36179M2T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12799 | PA      | $13229.21     | 0.01%             | 2043-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 11/15/32                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $128144.53    | 0.14%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                             | PRU V6 09/01/52                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41453.52     | 0.05%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                           | EXC 5.125 03/15/31                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26056.34     | 0.03%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.625 09/30/30                                       | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $136129.30    | 0.15%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD7504                                              | CUSIP: 3132DVKR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     25931 | PA      | $24786.60     | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                             | NTRS V5.117 11/19/40                                   | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40125.15     | 0.04%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | STT V5.82 11/04/28                                     | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25790.40     | 0.03%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                      | PNC 3.45 04/23/29                                      | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19799.93     | 0.02%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                    | GPN 5.4 08/15/32                                       | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25463.56     | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                        | IADB 4.375 07/17/34                                    | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    125000 | PA      | $129264.89    | 0.14%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                         | HPE 6.2 10/15/35                                       | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     48000 | PA      | $52045.22     | 0.06%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corporation                           | NSC 3.7 03/15/53                                       | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18524.27     | 0.02%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD5266                                              | CUSIP: 3132DSZ70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81427 | PA      | $81947.55     | 0.09%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS5654                                              | CUSIP: 3140XMH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40946 | PA      | $41266.31     | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA3804                                              | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7379 | PA      | $7238.05      | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2805                                              | CUSIP: 31418CDK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6646 | PA      | $5952.01      | 0.01%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7987                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148096 | PA      | $130770.81    | 0.14%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                      | HRL 1.8 06/11/30                                       | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18257.53     | 0.02%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN MA2738                                              | CUSIP: 31418CBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27785 | PA      | $26876.19     | 0.03%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                     | CNQCN 3.85 06/01/27                                    | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17984.63     | 0.02%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                           | MDLZ 2.75 04/13/30                                     | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47454.36     | 0.05%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                       | PM 1.75 11/01/30                                       | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27045.79     | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                            | VZ 5 01/15/36                                          | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50241.44     | 0.06%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                      | BRKHEC 3.8 07/15/48                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     36000 | PA      | $27811.59     | 0.03%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                              | CRHID 4.4 02/09/31                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25185.63     | 0.03%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                            | NTRCN 2.95 05/13/30                                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38183.97     | 0.04%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                     | JCI 6 01/15/36 *                                       | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     13000 | PA      | $14210.49     | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB0510                                              | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37183 | PA      | $34275.94     | 0.04%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DREY INST PREF GOV MM-M                                | DREY INST PREF GOV MM-M                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    292681 | NS      | $292681.34    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Equifax Inc.                                           | EFX 5.1 12/15/27                                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50925.95     | 0.06%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNA 2023-M4 A2                                         | CUSIP: 3136BP3K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     50000 | PA      | $49503.68     | 0.05%             | 2032-09-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5466                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16601 | PA      | $16277.49     | 0.02%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4776                                              | CUSIP: 31418EJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13985 | PA      | $13948.30     | 0.02%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                 | TJX 3.875 04/15/30                                     | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20013.20     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                     | PPL 5.55 08/15/55                                      | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20169.82     | 0.02%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                             | OXY 6.125 01/01/31                                     | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10758.07     | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.     | NRUC 3.9 11/01/28                                      | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18027.65     | 0.02%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                | INDON 3.5 02/14/50                                     | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $72668.36     | 0.08%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                      | ABXCN 5.7 05/30/41                                     | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10400.30     | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.125 05/15/48                                       | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $31518.75     | 0.03%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                        | IADB 4.375 07/16/35 GMTN                               | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     60000 | PA      | $61894.00     | 0.07%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 BW6206                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51148 | PA      | $44642.61     | 0.05%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | TMUS 5.2 01/15/33                                      | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52043.82     | 0.06%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA6606                                              | CUSIP: 3140QEKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22723 | PA      | $21014.74     | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD7198                                              | CUSIP: 3132DU7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21507 | PA      | $22379.81     | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                  | WSTP 3.35 03/08/27                                     | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     96000 | PA      | $95708.88     | 0.11%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.5 11/30/28                                         | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $190195.31    | 0.21%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS3930                                              | CUSIP: 3140XKLL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36693 | PA      | $37873.69     | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                  | CPT 2.8 05/15/30                                       | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19026.87     | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.125 02/15/43                                       | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $58493.75     | 0.06%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD3302                                              | CUSIP: 3132DQU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235900 | PA      | $196886.61    | 0.22%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 08/15/33                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $443231.25    | 0.49%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V5.449 07/20/29                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20624.94     | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                   | JPM V5.299 07/24/29                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20584.85     | 0.02%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BQ0329                                              | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58833 | PA      | $51630.62     | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AS7495                                              | CUSIP: 3138WHKH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5780 | PA      | $5634.40      | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5467                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9392 | PA      | $9439.60      | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AC2953                                              | CUSIP: 31417MH71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6083 | PA      | $6175.13      | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                 | ROP 1.4 09/15/27                                       | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14435.68     | 0.02%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8120                                              | CUSIP: 3132DWAV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35504 | PA      | $28272.02     | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                              | RTX 4.05 05/04/47                                      | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28983.50     | 0.03%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4.625 02/15/55                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $254382.42    | 0.28%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD | FHMS K139 A2                                           | CUSIP: 3137H6LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     40000 | PA      | $37314.27     | 0.04%             | 2032-01-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4659                                              | CUSIP: 3132A5E84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49279 | PA      | $47273.22     | 0.05%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8261                                              | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13469 | PA      | $13831.50     | 0.02%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                               | AXP V5.915 04/25/35                                    | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53430.69     | 0.06%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS3929                                              | CUSIP: 3140XKLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19021 | PA      | $19649.48     | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7255                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190617 | PA      | $168315.15    | 0.18%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.875 11/15/51                                       | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $207871.88    | 0.23%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM5490                                              | CUSIP: 3140JAC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8016 | PA      | $7981.02      | 0.01%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD3782                                              | CUSIP: 3132E0FX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20584 | PA      | $20445.41     | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                     | MO 3.7 02/04/51                                        | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28665.11     | 0.03%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.375 09/30/27                                       | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $190738.28    | 0.21%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                | FHLB 4.25 12/10/27                                     | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $101429.87    | 0.11%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                 | FR ZS7410                                              | CUSIP: 3132A8GT0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     46817 | PA      | $46129.15     | 0.05%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG Q36049                                              | CUSIP: 3132QSWK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6240 | PA      | $5989.05      | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                             | ORIX 5.4 02/25/35                                      | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10464.46     | 0.01%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                       | FN BP1947                                              | CUSIP: 3140K9EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5910 | PA      | $5627.51      | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6218                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50369 | PA      | $46431.48     | 0.05%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C V4.542 09/19/30                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40470.08     | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8363                                              | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156627 | PA      | $160896.35    | 0.18%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                        | HD 4.4 03/15/45                                        | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66431.42     | 0.07%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 0.75 01/31/28                                        | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $142731.44    | 0.16%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD4439                                              | CUSIP: 3132E04Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186948 | PA      | $157308.13    | 0.17%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                      | AIG 4.75 04/01/48                                      | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25136.90     | 0.03%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                         | FBINUS 3.25 09/15/29                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14544.34     | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C V5.411 09/19/39                                      | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75522.66     | 0.08%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                  | BAC V5.872 09/15/34                                    | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32211.27     | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                     | STT V4.421 05/13/33                                    | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75313.86     | 0.08%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6220                                              | CUSIP: 36179U4D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19298 | PA      | $18892.61     | 0.02%             | 2049-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                | FR SD8068                                              | CUSIP: 3132DV6D2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     54736 | PA      | $50105.67     | 0.06%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA 7.25 05/15/30                                     | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     65000 | PA      | $74518.23     | 0.08%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                 | MU 5.875 09/15/33                                      | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48394.61     | 0.05%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.5 02/15/30                                         | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $246118.75    | 0.27%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                     | TMUS 3.3 02/15/51                                      | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20443.21     | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                 | DOW 5.25 11/15/41                                      | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44914.63     | 0.05%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                        | KFW 3.75 07/15/30                                      | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     50000 | PA      | $50495.53     | 0.06%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 1.75 08/15/41                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $206108.20    | 0.23%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                            | RIOLN 5.875 03/14/65                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $31333.69     | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4 02/15/34                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $390113.28    | 0.43%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | META 4.875 11/15/35                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40392.09     | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                   | WLK 5 08/15/46                                         | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17612.97     | 0.02%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA8883                                              | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19438 | PA      | $19866.81     | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8070                                              | CUSIP: 3132D56F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7514 | PA      | $7208.27      | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust           | AMXCA 2024-1 A                                         | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $177998.66    | 0.20%             | 2029-04-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                      | LPLA 5.7 05/20/27                                      | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101598.25    | 0.11%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                         | KR 5 09/15/34                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25408.70     | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT MORROW ORE                                        | OR PTMTRN 2.54 09/01/2040                              | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16059.26     | 0.02%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                           | AGR 3.8 06/01/29                                       | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24819.62     | 0.03%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | HII 2.043 08/16/28                                     | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23864.77     | 0.03%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | META 5.75 05/15/63                                     | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14602.59     | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                | IP 4.35 08/15/48                                       | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15597.29     | 0.02%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8121                                              | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271214 | PA      | $227026.31    | 0.25%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH               | RABOBK 4.8 01/09/29                                    | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102797.97    | 0.11%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G08677                                              | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12162 | PA      | $12011.85     | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                         | WES 6.35 01/15/29                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52825.57     | 0.06%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 3.875 05/31/27                                       | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $226089.84    | 0.25%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                            | ETN 4.7 08/23/52                                       | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22861.82     | 0.03%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                           | T 3.125 08/15/44                                       | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $127039.45    | 0.14%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS8466                                              | CUSIP: 3140XQMQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51017 | PA      | $52505.62     | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                         | GLPI 4 01/15/30                                        | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29319.22     | 0.03%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                         | BRITEL 9.625 12/15/30                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     36000 | PA      | $44047.98     | 0.05%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.875 02/15/32                                       | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $63442.97     | 0.07%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                               | ORLY 3.9 06/01/29                                      | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12966.10     | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4469                                              | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94083 | PA      | $85986.83     | 0.09%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 03/31/31                                       | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $169453.71    | 0.19%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                        | FR ZS4630                                              | CUSIP: 3132A5EB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15869 | PA      | $15214.61     | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | WFC V3.068 04/30/41                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32018.70     | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                       | MKL 3.35 09/17/29                                      | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48678.55     | 0.05%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                              | TD 5.523 07/17/28 MTN                                  | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10363.06     | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                               | HCA 5.45 09/15/34                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20780.85     | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA4109                                              | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80102 | PA      | $73915.74     | 0.08%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                    | DIS 2.75 09/01/49                                      | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32247.75     | 0.04%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 4 11/15/42                                           | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $146293.36    | 0.16%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR QA5519                                              | CUSIP: 3133A0DY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191811 | PA      | $176741.39    | 0.19%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                   | SBRA 3.9 10/15/29                                      | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29577.85     | 0.03%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.375 05/15/44                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $42683.59     | 0.05%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5817                                              | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17036 | PA      | $16704.21     | 0.02%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                              | TRV 2.55 04/27/50                                      | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6167.21      | 0.01%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4470                                              | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145217 | PA      | $135513.75    | 0.15%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8341                                              | CUSIP: 3132DWHS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41032 | PA      | $41342.82     | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.75 02/15/28                                        | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $494101.56    | 0.54%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                           | CDNS 4.7 09/10/34                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25208.54     | 0.03%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                      | CCI 2.1 04/01/31                                       | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22308.76     | 0.02%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD8206                                              | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115857 | PA      | $105144.29    | 0.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18536                                              | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6259 | PA      | $6148.65      | 0.01%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                     | PERU 5.625 11/18/50                                    | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25000 | PA      | $24900.20     | 0.03%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange Inc                          | ICE 4.6 03/15/33                                       | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50733.91     | 0.06%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4280                                              | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43930 | PA      | $34970.51     | 0.04%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS1272                                              | CUSIP: 3140XGMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29188 | PA      | $28515.54     | 0.03%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-15YR                                              | CUSIP: 01F042434<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25117.50     | 0.03%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                          | TACHEM 3.025 07/09/40                                  | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $19567.92     | 0.02%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                     | VICI 5.125 11/15/31                                    | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40744.88     | 0.04%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR RA7402                                              | CUSIP: 3133KPGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36912 | PA      | $34973.83     | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                    | VLO 7.5 04/15/32                                       | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58084.40     | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 03/15/27                                        | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $125944.82    | 0.14%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                    | HII 4.2 05/01/30                                       | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2997.07      | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                           | NSC 5.55 03/15/34                                      | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26611.15     | 0.03%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                   | Q 7.5 09/15/29 PD                                      | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |     31000 | PA      | $34983.55     | 0.04%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5019                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32241 | PA      | $30997.22     | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3 11/15/44                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $140177.73    | 0.15%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                 | JNPR 2 12/10/30                                        | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8985.88      | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                     | PERU 3.23 07/28/21                                     | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     20000 | PA      | $11312.36     | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.625 02/15/53                                       | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $218339.06    | 0.24%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AV0605                                              | CUSIP: 3138XBU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5181 | PA      | $5149.38      | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                             | AAPL 3.45 02/09/45                                     | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27711.10     | 0.03%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5263                                              | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30760 | PA      | $29573.19     | 0.03%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                          | TAP 5 05/01/42                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28119.86     | 0.03%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association               | G2 MA2225                                              | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18768 | PA      | $19001.05     | 0.02%             | 2044-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                      | XOM 4.327 03/19/50                                     | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36881.63     | 0.04%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                       | DTE 1.9 04/01/28 A                                     | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33744.59     | 0.04%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Trane Technologies HoldCo Inc.                         | TT 3.75 08/21/28                                       | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45107.68     | 0.05%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FS9447                                              | CUSIP: 3140XRP90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75999 | PA      | $78249.15     | 0.09%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5816                                              | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4670 | PA      | $4485.13      | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                      | CCI 3.25 01/15/51                                      | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10116.21     | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Dollar General Corporation                             | DG 3.5 04/03/30                                        | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24334.90     | 0.03%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                         | C V3.878 01/24/39                                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35721.81     | 0.04%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD5163                                              | CUSIP: 3132DSWY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18873 | PA      | $19256.76     | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR SD8135                                              | CUSIP: 3132DWBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28096 | PA      | $24599.94     | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2021-L6                 | MSC 2021-L6 A4                                         | CUSIP: 61692CBE7<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $45612.38     | 0.05%             | 2054-06-17      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                            | ABBV 4.875 03/15/30                                    | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25854.61     | 0.03%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG V80167                                              | CUSIP: 3132L5FG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34211 | PA      | $32235.10     | 0.04%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                            | TELEFO 4.895 03/06/48                                  | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     40000 | PA      | $34427.32     | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4701                                              | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38049 | PA      | $37796.45     | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                          | F 5.918 03/20/28                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56451.57     | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR ZS9164                                              | CUSIP: 3132AAFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4254 | PA      | $4160.76      | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                               | HCA 5.625 09/01/28                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44349.21     | 0.05%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, L.P.                             | DLR 3.6 07/01/29                                       | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16787.70     | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                         | MS V3.591 07/22/28                                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    272000 | PA      | $270467.66    | 0.30%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4211                                              | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45064 | PA      | $41161.46     | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA6153                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42336 | PA      | $39039.85     | 0.04%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                           | ORCL 4 07/15/46                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13977.33     | 0.02%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA9364                                              | CUSIP: 36179YMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9321 | PA      | $9737.81      | 0.01%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CA6925                                              | CUSIP: 3140QEVT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81185 | PA      | $68712.62     | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                   | HUBB 3.15 08/15/27                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47497.40     | 0.05%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                   | JBLU 4 11/15/32 1A                                     | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |     33641 | PA      | $32245.00     | 0.04%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 03/31/29                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $117439.26    | 0.13%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                     | EIX 4.65 10/01/43                                      | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     44000 | PA      | $38311.30     | 0.04%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                      | MKC 4.2 08/15/47                                       | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8352.95      | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                               | PG 2.8 03/25/27                                        | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24782.43     | 0.03%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN BM4622                                              | CUSIP: 3140J9D40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49857 | PA      | $49165.70     | 0.05%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.25 05/15/42                                        | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $180600.00    | 0.20%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                 | DELL 3.45 12/15/51                                     | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2805.13      | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association               | G2 MA6090                                              | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15598 | PA      | $14910.44     | 0.02%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | META 5.5 11/15/45                                      | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19783.61     | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7988                                              | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54325 | PA      | $49845.99     | 0.05%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 01/15/28                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $289358.50    | 0.32%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN AL0414                                              | CUSIP: 3138EGN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22346 | PA      | $23378.32     | 0.03%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                         | GLPI 5.75 06/01/28                                     | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23589.36     | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS TRANSPORTATION COMMISSION (TX)                   | TX TXSTRN 5.18 04/01/2030                              | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     50000 | PA      | $51557.31     | 0.06%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8267                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65286 | PA      | $63492.00     | 0.07%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                           | CFG 3.25 04/30/30                                      | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96176.60     | 0.11%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                             | OKE 6.05 09/01/33                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10744.03     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Deere & Company                                        | DE 5.45 01/16/35                                       | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53397.78     | 0.06%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                               | ITW 3.9 09/01/42                                       | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8691.04      | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA4719                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61111 | PA      | $58752.41     | 0.06%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-30YR                                              | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $23573.56     | 0.03%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4768                                              | CUSIP: 31418EJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122371 | PA      | $106605.51    | 0.12%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                            | PFE 5.7 11/15/65                                       | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9943.85      | 0.01%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Co.                               | PG 3 03/25/30                                          | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34046.85     | 0.04%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)     | CA UNVHGR 3.35 07/01/2029                              | CUSIP: 91412HFG3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9948.47      | 0.01%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                         | LYB 5.25 07/15/43                                      | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $21940.13     | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                      | BMARK 2022-B35 A5                                      | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29964.80     | 0.03%             | 2055-05-17      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8136                                              | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23590 | PA      | $21507.98     | 0.02%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 2.875 05/15/52                                       | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $109019.53    | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 1.125 02/29/28                                       | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $435342.58    | 0.48%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                    | CSCO 4.85 02/26/29                                     | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144206.52    | 0.16%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.875 05/15/28                                       | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $455058.59    | 0.50%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SB8078                                              | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88837 | PA      | $81807.01     | 0.09%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                             | AMT 3.8 08/15/29                                       | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24775.45     | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                 | TFC V5.122 01/26/34 MTN                                | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30786.17     | 0.03%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FR RA6649                                              | CUSIP: 3133KNL68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88678 | PA      | $73848.61     | 0.08%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR SD0615                                              | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8197 | PA      | $8253.77      | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.125 02/15/27                                       | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $231253.32    | 0.25%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                     | F 3.25 02/12/32                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72009.60     | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                     | META 5.75 11/15/65                                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19484.48     | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                            | ABBV 4.65 03/15/28                                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25441.44     | 0.03%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8268                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37378 | PA      | $37286.49     | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FNMA-15YR                                              | CUSIP: 01F052433<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25656.50     | 0.03%             | 2041-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA8200                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37921 | PA      | $36879.39     | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                          | GOOGL 4.1 02/15/31                                     | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50350.08     | 0.06%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG A95828                                              | CUSIP: 312944PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18015 | PA      | $18322.12     | 0.02%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                            | BRKHEC 3.3 03/15/51                                    | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49393.98     | 0.05%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                       | AMZN 3.6 04/13/32                                      | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74992.12     | 0.08%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5818                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4381 | PA      | $4403.22      | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR ZA2380                                              | CUSIP: 31329KUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10015 | PA      | $9881.76      | 0.01%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA7883                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17673 | PA      | $16825.39     | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                          | AIZ 5.55 02/15/36                                      | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25433.11     | 0.03%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FG G18493                                              | CUSIP: 3128MMRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4507 | PA      | $4481.72      | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                  | FN MA4917                                              | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140473 | PA      | $139475.03    | 0.15%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                | IP 4.8 06/15/44                                        | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3565.31      | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                 | DELL 3.375 12/15/41                                    | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27094.04     | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                       | FR RA3328                                              | CUSIP: 3133KJVV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76812 | PA      | $64410.00     | 0.07%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                        | MSFT 3.45 08/08/36                                     | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46195.14     | 0.05%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 4.25 02/28/29                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $199730.27    | 0.22%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN FM6519                                              | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11458 | PA      | $10736.19     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association               | G2 MA5819                                              | CUSIP: 36179UPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7996 | PA      | $8159.16      | 0.01%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                           | T 3.625 02/15/44                                       | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $22175.78     | 0.02%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                  | FN CB6082                                              | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26997 | PA      | $27596.19     | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                           | T 2.25 02/15/27                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $74097.66     | 0.08%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer