# EDGAR Filing Document

**Accession Number:** 0001048702
**File Stem:** 0002071691-25-010021
**Filing Date:** 2025-12
**Character Count:** 1089548
**Document Hash:** 6e8a120a098e965328a1f72a7b9a4fc2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-010021.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-010021

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0001048702

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08495
- **FILM NUMBER:** 251599471

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 05-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19991015

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE INVESTING FOUNDATION III
- **DATE OF NAME CHANGE:** 19971029

## Series and Classes Contracts Data

### Nationwide Bond Index Fund (Series ID: S000004995)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000013548 | Class A                     | GBIAX           |
| C000013550 | Class R6                    | GBXIX           |
| C000175977 | Institutional Service Class | NWXOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Mutual Funds

- **b. Investment Company Act file number:** 811-08495

- **c. CIK number of Registrant:** 0001048702

- **d. LEI of Registrant:** 549300NXDT8MH8Z3PQ44

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

  - **Street Address 1:** One Nationwide Plaza

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

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

- **b. EDGAR series identifier (if any):** S000004995

- **c. LEI of Series:** 549300KGQUNU9OZL5195

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $270162500.95

**Total Liabilities:** $17731069.56

**Net Assets:** $252431431.39

**Cash Not Reported:** $8009016.17

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17.37120200 | **1-Year:** 5093.35834000 | **5-Year:** 24628.88582100 | **10-Year:** 31047.03365700 | **30-Year:** 13963.67343800

**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 C000175977 | 1.23%                | 1.01%                | 0.60%                |
| Class ID C000013550 | 1.15%                | 1.03%                | 0.62%                |
| Class ID C000013548 | 1.21%                | 0.99%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-989224.61              | $3206713.71                                |
| Month 2  | $-111041.72              | $2008211.94                                |
| Month 3  | $-124722.99              | $822544.84                                 |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53105.54     | 0.02%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    290756 | PA      | $247282.00    | 0.10%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $443460.94    | 0.18%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24256.05     | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                               | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34669.30     | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38059 | PA      | $34769.15     | 0.01%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $15387.96     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158659 | PA      | $149994.14    | 0.06%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128K1WH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3550 | PA      | $3712.57      | 0.00%             | 2036-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24877.91     | 0.01%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127350.69    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24419.03     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                        | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17244.39     | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156649 | PA      | $142996.89    | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46092.15     | 0.02%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $18402.33     | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9655 | PA      | $9561.94      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       682 | PA      | $711.67       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131866 | PA      | $126554.08    | 0.05%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                         | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25765.14     | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18945.15     | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                  | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99784.45     | 0.04%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                        | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39812.89     | 0.02%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub, Inc.                                                       | Utah Acquisition Sub, Inc.                                                            | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16550.48     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100846.41    | 0.04%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46616.18     | 0.02%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42131.88     | 0.02%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2499 | PA      | $2506.10      | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH                                                                   | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     70000 | PA      | $66252.46     | 0.03%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41999.61     | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $75417.00     | 0.03%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66099.67     | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140W2HM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25241 | PA      | $26139.59     | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29532.96     | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31287WAH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8144 | PA      | $8516.07      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25571.09     | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                            | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20560.61     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                      | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44358.90     | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                        | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100356.68    | 0.04%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20345.88     | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40882 | PA      | $40142.82     | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BSU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2899 | PA      | $3051.65      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43465.73     | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19712 | PA      | $20132.78     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                            | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98288.90     | 0.04%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36201EMV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        66 | PA      | $68.23        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    623000 | PA      | $626674.73    | 0.25%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15514 | PA      | $16156.31     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4715 | PA      | $4706.18      | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14181.22     | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31296RG77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3592 | PA      | $3722.24      | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                                           | Shell Finance US, Inc.                                                                | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21894.63     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $508691.41    | 0.20%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3620ARST9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80957 | PA      | $77825.33     | 0.03%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3009 | PA      | $2983.26      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                   | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25334.15     | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68414 | PA      | $66053.35     | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24649.82     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153804 | PA      | $149502.65    | 0.06%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31986.92     | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $365375.00    | 0.14%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 21H0626B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325000 | PA      | $335069.31    | 0.13%             | 2055-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8016 | PA      | $7558.67      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21046.16     | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $394609.38    | 0.16%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                          | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48881.78     | 0.02%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2486 | PA      | $2408.95      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5616 | PA      | $5863.16      | 0.00%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EJ6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59026 | PA      | $56344.55     | 0.02%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4170 | PA      | $4108.59      | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                            | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53833.52     | 0.02%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66313 | PA      | $66574.20     | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25152.68     | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $97583.13     | 0.04%             | 2055-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39071.64     | 0.02%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: —       |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57014.34     | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33119.25     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128M6BU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1479 | PA      | $1567.56      | 0.00%             | 2038-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | Time Warner Cable LLC                                                                 | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92441.22     | 0.04%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26238.50     | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31287NQY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1204 | PA      | $1259.28      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $670283.21    | 0.27%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58093.28     | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292198 | PA      | $238844.75    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65774 | PA      | $60803.36     | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245366 | PA      | $208957.48    | 0.08%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72981 | PA      | $69147.56     | 0.03%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                      | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75440.95     | 0.03%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33478 | PA      | $29249.85     | 0.01%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                 | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37679.84     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20984.60     | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21189 | PA      | $20517.89     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36178EDG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    234438 | PA      | $215411.96    | 0.09%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25135 | PA      | $25136.54     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $307953.12    | 0.12%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                         | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17973.62     | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36244.32     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200UBX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8592 | PA      | $8818.95      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128CUWF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49673 | PA      | $48133.42     | 0.02%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley, Series I                                                              | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24915.35     | 0.01%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92198.88     | 0.04%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103319 | PA      | $106117.17    | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427NTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29132 | PA      | $29894.94     | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22611.67     | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    718000 | PA      | $731911.25    | 0.29%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52629 | PA      | $52128.85     | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74996 | PA      | $61565.81     | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25162.35     | 0.01%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| African Export-Import Bank (The)                                                 | African Development Bank                                                              | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $100953.13    | 0.04%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                 | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27457.78     | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Republic of Poland                                                               | Republic of Poland                                                                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $52265.92     | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39540 | PA      | $40955.48     | 0.02%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    228000 | PA      | $154490.11    | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298DQJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       344 | PA      | $349.08       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29954 | PA      | $29798.28     | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250355 | PA      | $231022.19    | 0.09%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial, Inc.                                                             | Voya Financial, Inc.                                                                  | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14993.25     | 0.01%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31416W4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4226 | PA      | $4063.34      | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44621 | PA      | $43152.70     | 0.02%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd.                                                                  | Aon Global Ltd.                                                                       | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45191.40     | 0.02%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36471 | PA      | $35304.38     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                 | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $178760.00    | 0.07%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225B2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3073 | PA      | $3186.51      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31416XJN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63144 | PA      | $60784.37     | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    635000 | PA      | $639886.52    | 0.25%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                         | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21696.49     | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    170000 | PA      | $148211.59    | 0.06%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302343.75    | 0.12%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89481 | PA      | $76727.02     | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31272.63     | 0.01%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132HQXV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20411 | PA      | $19481.25     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                         | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42851.33     | 0.02%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59659 | PA      | $59650.95     | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $28506.41     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                        | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19073.66     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co.                                                    | Wisconsin Power and Light Co.                                                         | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96065.95     | 0.04%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | Western Midstream Operating LP                                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29304.21     | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $553027.34    | 0.22%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10305.15     | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                              | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9887.55      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| International Paper Co.                                                          | International Paper Co.                                                               | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20900.87     | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52035.35     | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                                          | Anheuser-Busch Cos. LLC                                                               | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $84665.77     | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128M9JB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47145 | PA      | $44934.11     | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                          | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48115.08     | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                  | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38619.82     | 0.02%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       763 | PA      | $807.34       | 0.00%             | 2032-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20330.37     | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31388KR95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1389 | PA      | $1401.55      | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                     | Leidos, Inc.                                                                          | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44768.24     | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $835176.56    | 0.33%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                           | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9858.04      | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                 | ServiceNow, Inc.                                                                      | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65751.13     | 0.03%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    457000 | PA      | $442986.52    | 0.18%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    290140 | PA      | $237162.41    | 0.09%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255012 | PA      | $270195.23    | 0.11%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49240.22     | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                   | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15891.46     | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9131 | PA      | $9105.14      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                        | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48883.44     | 0.02%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                            | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22738.68     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98051.42     | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $262664.06    | 0.10%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72135.61     | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QUWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24444 | PA      | $25097.49     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24400 | PA      | $25016.58     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24915.28     | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36211B2E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1127 | PA      | $1148.02      | 0.00%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                         | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17269.12     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| American National Group, Inc.                                                    | American National Group, Inc.                                                         | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25397.77     | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14237.53     | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52071.52     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                                | NatWest Group plc                                                                     | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203833.75    | 0.08%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200MHU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2374 | PA      | $2432.37      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41410.67     | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     30000 | PA      | $16645.90     | 0.01%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJDW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7516 | PA      | $7834.10      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                  | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93830.18     | 0.04%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252292 | PA      | $229153.89    | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | Province of Ontario                                                                   | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $175526.00    | 0.07%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25694.03     | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502480.47    | 0.20%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $661773.43    | 0.26%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30822.05     | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                     | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25263.83     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70141 | PA      | $58146.37     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Snap-on, Inc.                                                                    | Snap-on, Inc.                                                                         | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17391.39     | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6983 | PA      | $6908.33      | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39591.97     | 0.02%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25234.36     | 0.01%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32441 | PA      | $31753.47     | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                               | Evergy Metro, Inc., Series 2019                                                       | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40569.89     | 0.02%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                         | JBS USA Holding Lux Sarl                                                              | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     15000 | PA      | $15559.65     | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21798.15     | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5509 | PA      | $5392.16      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                         | JBS USA Holding Lux Sarl                                                              | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $26866.55     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                      | Brighthouse Financial, Inc.                                                           | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51064.68     | 0.02%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163540 | PA      | $133607.25    | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4203 | PA      | $4067.13      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                        | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26086.16     | 0.01%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                             | Pentair Finance Sarl                                                                  | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     30000 | PA      | $31760.12     | 0.01%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427MBU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527448 | PA      | $538995.98    | 0.21%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                           | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25447.77     | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                         | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16121.19     | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24978.93     | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                           | Kentucky Utilities Co.                                                                | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49384.68     | 0.02%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72436.74     | 0.03%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     25000 | PA      | $26044.83     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101023.59    | 0.04%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25782.58     | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19415 | PA      | $18506.84     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4096 | PA      | $3989.00      | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39388.53     | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                         | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $33535.82     | 0.01%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78312.87     | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25779.12     | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                            | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148630.28    | 0.06%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33227 | PA      | $32948.54     | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128PYA46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8220 | PA      | $8150.84      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 312930WM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9885 | PA      | $10474.81     | 0.00%             | 2039-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | Owens Corning                                                                         | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8314.06      | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $223320.31    | 0.09%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29304.98     | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11271 | PA      | $11705.12     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1334277.35   | 0.53%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $556960.94    | 0.22%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73486 | PA      | $62680.54     | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94400.69     | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                  | Automatic Data Processing, Inc.                                                       | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87891.40     | 0.03%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                     | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22329.09     | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211967 | PA      | $180065.35    | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $982695.31    | 0.39%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51367.97     | 0.02%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $310664.06    | 0.12%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225B3G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       828 | PA      | $840.08       | 0.00%             | 2033-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20942.83     | 0.01%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                    | Stryker Corp.                                                                         | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33556.23     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                    | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22376.87     | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230QH84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18598 | PA      | $18064.92     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       228 | PA      | $239.87       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                            | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $80309.18     | 0.03%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41568 | PA      | $40918.20     | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93006.66     | 0.04%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10511 | PA      | $9930.36      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    472000 | PA      | $473382.81    | 0.19%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                                          | Quest Diagnostics, Inc.                                                               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50079.66     | 0.02%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29172 | PA      | $29627.14     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45085.27     | 0.02%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73286.72     | 0.03%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                           | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31282.51     | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128CUWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24910 | PA      | $24118.11     | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     44000 | PA      | $24517.66     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                          | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50082.68     | 0.02%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50313.70     | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202WLF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3809 | PA      | $3843.91      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                          | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27228.49     | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | Dallas Fort Worth International Airport, Series A                                     | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $43758.60     | 0.02%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165016 | PA      | $153904.38    | 0.06%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                                                 | Globe Life, Inc.                                                                      | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45160.86     | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                             | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79699.94     | 0.03%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HN84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $55.34        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43037.12     | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $478762.50    | 0.19%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                   | Apollo Global Management, Inc.                                                        | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45263.41     | 0.02%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | Regents of the University of California Medical Center Pooled Revenue, Series N       | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    115000 | PA      | $78000.60     | 0.03%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24640.04     | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11624 | PA      | $10817.89     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31416WEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3422 | PA      | $3454.05      | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series 2025                                     | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25997.37     | 0.01%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24995.12     | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                         | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92060.28     | 0.04%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6670.04      | 0.00%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58035 | PA      | $58434.88     | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3075 | PA      | $3086.38      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $409562.50    | 0.16%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                                                           | Costco Wholesale Corp.                                                                | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67796.39     | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $389769.53    | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84189 | PA      | $83908.71     | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $470449.22    | 0.19%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                        | Piedmont Healthcare, Inc., Series 2032                                                | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86476.26     | 0.03%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust, Series 2024-1, Class B                        | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90321.78     | 0.04%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7765 | PA      | $8091.59      | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313544 | PA      | $317915.46    | 0.13%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | Export-Import Bank of Korea                                                           | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203212.86    | 0.08%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10446 | PA      | $10390.65     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31702.22     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40523.59     | 0.02%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                             | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33232.65     | 0.01%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                     | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102080.27    | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                                        | Molson Coors Beverage Co.                                                             | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40870.36     | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150099.61    | 0.06%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27467.96     | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294007 | PA      | $244630.33    | 0.10%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1315378 | PA      | $1094468.64   | 0.43%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9336 | PA      | $9093.81      | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60115 | PA      | $51063.53     | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22517.00     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32522 | PA      | $29186.89     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                   | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36090.18     | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                 | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $176606.14    | 0.07%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76944 | PA      | $69073.71     | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                   | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66613.88     | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                                                  | CME Group, Inc.                                                                       | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51240.74     | 0.02%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417YJN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2710 | PA      | $2743.31      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59079.52     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417GHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43971 | PA      | $40728.29     | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    692000 | PA      | $633396.25    | 0.25%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                            | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28484.65     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19213.43     | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: —       |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                        | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21141.51     | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                    | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42659.42     | 0.02%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26283.98     | 0.01%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112458.89    | 0.04%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78607.75     | 0.03%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | South Bow USA Infrastructure Holdings LLC                                             | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15056.43     | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                                            | Colgate-Palmolive Co.                                                                 | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40136.63     | 0.02%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments LP                                                        | Mid-America Apartments LP                                                             | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25251.08     | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $696812.50    | 0.28%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $270828.36    | 0.11%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26234.86     | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp. (The)                                                             | Lubrizol Corp. (The)                                                                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14700.39     | 0.01%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $196219.05    | 0.08%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6895 | PA      | $6508.67      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25444.03     | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29357.43     | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14177.91     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                       | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25368.57     | 0.01%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34377 | PA      | $33276.11     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230RLL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10114 | PA      | $9823.85      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31297CRH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5526 | PA      | $5774.85      | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82084 | PA      | $74809.74     | 0.03%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51522 | PA      | $50390.53     | 0.02%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417YP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3637 | PA      | $3679.90      | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University (The)                                                      | Ohio State University (The), Series C                                                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98601.83     | 0.04%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                 | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90881.01     | 0.04%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34241 | PA      | $32587.93     | 0.01%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41149.14     | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                              | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $79580.33     | 0.03%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19970.60     | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84183.00     | 0.03%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39770.78     | 0.02%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                 | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82913.45     | 0.03%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31647.66     | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25297.55     | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74323 | PA      | $67814.56     | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26748.48     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                          | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20529.33     | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46369 | PA      | $35824.30     | 0.01%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                       | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $25413.62     | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                               | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25187.78     | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $820790.63    | 0.33%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $680613.28    | 0.27%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                                                | Dollar Tree, Inc.                                                                     | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17078.04     | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178420 | PA      | $146524.08    | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26440.18     | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20861 | PA      | $19011.18     | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25161 | PA      | $23663.87     | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $16818.35     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36210UW66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       624 | PA      | $639.74       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Viatris, Inc.                                                                    | Viatris, Inc.                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33677.84     | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14679 | PA      | $13896.01     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38072 | PA      | $38433.75     | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132J8DV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215492 | PA      | $199881.02    | 0.08%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                           | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59990.22     | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $193484.38    | 0.08%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                            | Pilgrim's Pride Corp.                                                                 | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31988.49     | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25578.40     | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200ACN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1515 | PA      | $1557.04      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31297VZY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2239 | PA      | $2326.88      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $211031.25    | 0.08%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83625 | PA      | $78423.45     | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25362.25     | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138MKE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8043 | PA      | $7938.88      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25087.12     | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2912 | PA      | $2873.28      | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                     | Fidelity National Information Services, Inc.                                          | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22406.84     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33516.27     | 0.01%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $155835.94    | 0.06%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | Chubb INA Holdings LLC                                                                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44440.77     | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                                                               | Regency Centers LP                                                                    | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23922.88     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98948.32     | 0.04%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18340.04     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2020-L4, Class A2                              | CUSIP: 61770KAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $465355.35    | 0.18%             | 2053-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39050.23     | 0.02%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16248 | PA      | $15712.27     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213541.55    | 0.08%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                  | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     48000 | PA      | $51657.51     | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $507246.10    | 0.20%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417YHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2816 | PA      | $2851.45      | 0.00%             | 2029-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39633.93     | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Republic of Italy                                                                | Italian Republic Government Bond                                                      | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $191454.71    | 0.08%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                        | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38933.72     | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                      | Sysco Corp.                                                                           | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55344.13     | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                          | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30331.23     | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                          | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99077.60     | 0.04%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3620AWSY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22437 | PA      | $21769.02     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HAW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       216 | PA      | $223.57       | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26145.88     | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       634 | PA      | $662.85       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                       | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15221.37     | 0.01%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                                                  | Canadian Natural Resources Ltd.                                                       | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $37348.49     | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    201000 | PA      | $203826.56    | 0.08%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                             | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24631.80     | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36891.37     | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $473144.53    | 0.19%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275943 | PA      | $283441.31    | 0.11%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    888000 | PA      | $884878.13    | 0.35%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $47435.37     | 0.02%             | 2055-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adobe, Inc.                                                                      | Adobe, Inc.                                                                           | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30767.36     | 0.01%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Jacobs Engineering Group, Inc.                                                   | Jacobs Engineering Group, Inc.                                                        | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26370.95     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                     | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44316.27     | 0.02%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34712.52     | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                          | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211735.59    | 0.08%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25243.80     | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78695.42     | 0.03%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co.                                                            | Appalachian Power Co., Series Y                                                       | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12586.53     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1381 | PA      | $1359.11      | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $694011.72    | 0.27%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                            | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22546.54     | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $341359.38    | 0.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200H3K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6849 | PA      | $6926.83      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                            | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43537.22     | 0.02%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                     | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26576.83     | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Principal Financial Group, Inc.                                                  | Principal Financial Group, Inc.                                                       | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49077.29     | 0.02%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                           | General Dynamics Corp.                                                                | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46069.69     | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7012 | PA      | $6806.81      | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                         | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88424.57     | 0.04%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                          | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253699.60    | 0.10%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                                                   | M&T Bank Corp.                                                                        | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40516.63     | 0.02%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                               | Atmos Energy Corp.                                                                    | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12786.67     | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                             | Coterra Energy, Inc.                                                                  | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25600.25     | 0.01%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96442.48     | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47010 | PA      | $44326.50     | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417GML7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170539 | PA      | $162281.27    | 0.06%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25341.74     | 0.01%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                     | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21334.57     | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $61.22        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                         | International Flavors & Fragrances, Inc.                                              | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17821.32     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72384.67     | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36157 | PA      | $35066.10     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49577.38     | 0.02%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                       | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103754.48    | 0.04%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KJLB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179599 | PA      | $153616.87    | 0.06%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98726.54     | 0.04%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    268000 | PA      | $266869.38    | 0.11%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493167 | PA      | $493812.43    | 0.20%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                 | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82881.59     | 0.03%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107964.74    | 0.04%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                              | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50512.34     | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53675.80     | 0.02%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211739.02    | 0.08%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $49613.28     | 0.02%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                             | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25678.67     | 0.01%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18813 | PA      | $18355.49     | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213FGL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21837 | PA      | $22759.63     | 0.01%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20283.72     | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22126.45     | 0.01%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                 | Mosaic Co. (The)                                                                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51516.75     | 0.02%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp.                                                                 | Concentrix Corp.                                                                      | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20380.39     | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38500.94     | 0.02%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Unum Group                                                                       | Unum Group                                                                            | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10073.12     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21527.92     | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                         | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28873.99     | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                 | Air Products and Chemicals, Inc.                                                      | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9835.05      | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88241 | PA      | $80513.46     | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30460 | PA      | $29019.37     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | Province of Alberta                                                                   | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49497.17     | 0.02%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31287LGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2203 | PA      | $2304.09      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49480.47     | 0.02%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47351.07     | 0.02%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                                     | Biogen, Inc.                                                                          | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19714.04     | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87981.39     | 0.03%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48650.47     | 0.02%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98496 | PA      | $95072.09     | 0.04%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31296XQH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9350 | PA      | $9676.78      | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25583.29     | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| Aptiv Swiss Holdings Ltd.                                                        | Aptiv Swiss Holdings Ltd.                                                             | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     25000 | PA      | $23137.42     | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                         | JBS USA Holding Lux Sarl                                                              | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     37000 | PA      | $38544.12     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23413.41     | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1149000 | PA      | $1164439.69   | 0.46%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49687.42     | 0.02%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                           | Freeport-McMoRan, Inc.                                                                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24252.73     | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Northwell Healthcare, Inc.                                                       | Northwell Healthcare, Inc.                                                            | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16680.17     | 0.01%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BDT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       345 | PA      | $351.31       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200000 | PA      | $229497.76    | 0.09%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                    | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49509.32     | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138LT6M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41021 | PA      | $41108.10     | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | State of Illinois                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     74167 | PA      | $75765.01     | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $469394.53    | 0.19%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                              | Valero Energy Corp.                                                                   | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55291.17     | 0.02%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68382 | PA      | $70543.64     | 0.03%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25771.01     | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                           | PACCAR Financial Corp., Series R                                                      | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30194.10     | 0.01%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58144 | PA      | $53136.74     | 0.02%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32668.22     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230RZG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12958 | PA      | $12571.73     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140MACN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383450 | PA      | $326560.75    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                          | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $19186.17     | 0.01%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28112.65     | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28029.48     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1114000 | PA      | $1115740.63   | 0.44%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                 | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25380.99     | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17247 | PA      | $16863.65     | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    352000 | PA      | $357610.00    | 0.14%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25454.93     | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27685.74     | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23780.11     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33557.49     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Canada                                                                           | Canada Government Bond                                                                | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50572.10     | 0.02%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Eastern Gas Transmission & Storage, Inc.                                         | Eastern Gas Transmission & Storage, Inc.                                              | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22022.99     | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22556.23     | 0.01%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    190000 | PA      | $187298.44    | 0.07%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                               | United Airlines Pass-Through Trust, Series 2023-1, Class A                            | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18659 | PA      | $19472.46     | 0.01%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18959.52     | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Diageo Capital plc                                                               | Diageo Capital plc                                                                    | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $187458.84    | 0.07%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                    | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $50886.79     | 0.02%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45307 | PA      | $43898.23     | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17699.17     | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $712968.75    | 0.28%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22638.66     | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $932617.19    | 0.37%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                              | Southwest Gas Corp.                                                                   | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17339.70     | 0.01%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                            | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100294.43    | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $187370.31    | 0.07%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                                             | TJX Cos., Inc. (The)                                                                  | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99525.00     | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68543.95     | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                              | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15291.71     | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32643 | PA      | $29759.36     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91752 | PA      | $88783.49     | 0.04%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25797.63     | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                | Tyson Foods, Inc.                                                                     | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46178.90     | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54053.06     | 0.02%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202EH44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48061 | PA      | $49462.33     | 0.02%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 31417W7C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54236 | PA      | $55515.69     | 0.02%             | 2040-04-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138MLBA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9836 | PA      | $9712.05      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                                               | Markel Group, Inc.                                                                    | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45068.95     | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HGL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       128 | PA      | $133.04       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26926.12     | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44068.82     | 0.02%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25082.28     | 0.01%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128M6MS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1924 | PA      | $2020.10      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62541 | PA      | $57901.27     | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                                        | Fox Corp.                                                                             | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50272.75     | 0.02%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                 | Salesforce, Inc.                                                                      | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32622.48     | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70996 | PA      | $64586.79     | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41740 | PA      | $40778.17     | 0.02%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QKJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1360681 | PA      | $1254314.41   | 0.50%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $37950.01     | 0.02%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39309 | PA      | $37903.59     | 0.02%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $804621.10    | 0.32%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9037.19      | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2582 | PA      | $2414.95      | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                         | HP, Inc.                                                                              | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25616.99     | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128Q0DK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4049 | PA      | $4009.71      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $778781.25    | 0.31%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $609843.75    | 0.24%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399000.00    | 0.16%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35614 | PA      | $34778.72     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36290YZV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4501 | PA      | $4646.23      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49171.70     | 0.02%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank (The)                                       | Asian Infrastructure Investment Bank (The)                                            | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $100693.66    | 0.04%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5749 | PA      | $5476.55      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32438 | PA      | $32384.81     | 0.01%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418TH91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8047 | PA      | $8121.18      | 0.00%             | 2030-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20159.67     | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138M8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5822 | PA      | $5761.36      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $291105.47    | 0.12%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                                    | Corning, Inc.                                                                         | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39202.27     | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                        | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25445.17     | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20030.01     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | Blackstone Secured Lending Fund                                                       | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18877.71     | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance I UK plc                                                      | Brookfield Finance I UK plc                                                           | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87221.17     | 0.03%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                                                    | Moody's Corp.                                                                         | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30595.70     | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                           | UBS AG                                                                                | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $208856.96    | 0.08%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26058.31     | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $412906.25    | 0.16%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1077000 | PA      | $1077715.19   | 0.43%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25337.17     | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45448.52     | 0.02%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25281.84     | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94256 | PA      | $80412.70     | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198641 | PA      | $181450.02    | 0.07%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $186070.31    | 0.07%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47380.85     | 0.02%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Boston Scientific Corp.                                                          | Boston Scientific Corp.                                                               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31050.35     | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25285.65     | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268929 | PA      | $248990.34    | 0.10%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44309.32     | 0.02%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157884 | PA      | $144220.52    | 0.06%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37602.37     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26043.05     | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30519 | PA      | $31287.38     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100211 | PA      | $93772.63     | 0.04%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                                         | Puget Sound Energy, Inc.                                                              | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34558.31     | 0.01%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                   | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99697.89     | 0.04%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| British Telecommunications plc                                                   | British Telecommunications plc                                                        | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $42818.21     | 0.02%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16056 | PA      | $15655.82     | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $232009.57    | 0.09%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                            | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51873.76     | 0.02%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                     | Mizuho Financial Group, Inc.                                                          | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208044.77    | 0.08%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80584.98     | 0.03%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9493 | PA      | $8926.55      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $612375.00    | 0.24%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                              | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7807.00      | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29394.78     | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                   | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25723.55     | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12633 | PA      | $12421.19     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                         | Equitable Holdings, Inc.                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18375.76     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Province of New Brunswick Canada                                                 | Province of New Brunswick                                                             | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $49771.50     | 0.02%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $108551.05    | 0.04%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                            | Alexandria Real Estate Equities, Inc.                                                 | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32689.70     | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91225.15     | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    664000 | PA      | $432015.00    | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26883.88     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36294R3V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1789 | PA      | $1868.57      | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79836 | PA      | $81409.94     | 0.03%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42797 | PA      | $38473.76     | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25271.55     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FedEx Corp.                                                                      | FedEx Corp.                                                                           | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19925.16     | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104132 | PA      | $96086.05     | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127416.70    | 0.05%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213HW88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       541 | PA      | $561.50       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $600445.31    | 0.24%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                 | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197700.00    | 0.08%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $257753.91    | 0.10%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust                                       | JPMCC Commercial Mortgage Securities Trust, Series 2017-JP7, Class A5                 | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $736750.73    | 0.29%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $414968.75    | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19186 | PA      | $19831.34     | 0.01%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $964101.56    | 0.38%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                          | CDW LLC                                                                               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27970.14     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312973 | PA      | $286472.91    | 0.11%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | Enbridge Energy Partners LP                                                           | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59093.19     | 0.02%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Northwestern University                                                          | Northwestern University, Series 2017                                                  | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     12000 | PA      | $8981.63      | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                  | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83076.54     | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298VUT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1867 | PA      | $1952.33      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200240.68    | 0.08%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                         | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25670.27     | 0.01%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6289 | PA      | $6255.98      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51626.97     | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22689.92     | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21795.89     | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48622.20     | 0.02%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42196 | PA      | $38550.69     | 0.02%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $404718.75    | 0.16%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34324 | PA      | $34099.95     | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                            | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10799.61     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48979.11     | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                                   | WP Carey, Inc.                                                                        | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49124.30     | 0.02%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53324.16     | 0.02%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $658628.91    | 0.26%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32639.95     | 0.01%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                        | CSX Corp.                                                                             | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51275.95     | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40905.39     | 0.02%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9573.04      | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38165.41     | 0.02%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3310 | PA      | $3499.39      | 0.00%             | 2035-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                      | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $195800.86    | 0.08%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $93124.30     | 0.04%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                    | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43938.37     | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25661.42     | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223763.72    | 0.09%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $45756.02     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275668 | PA      | $225800.76    | 0.09%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25083.96     | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Landwirtschaftliche Rentenbank                                                   | Landwirtschaftliche Rentenbank                                                        | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |    110000 | PA      | $117011.14    | 0.05%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | nVent Finance Sarl                                                                    | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52306.62     | 0.02%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Parker-Hannifin Corp.                                                            | Parker-Hannifin Corp.                                                                 | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97173.70     | 0.04%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380959 | PA      | $389539.72    | 0.15%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd.                                                                | Enstar Group Ltd.                                                                     | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $35842.31     | 0.01%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    661178 | PA      | $540451.32    | 0.21%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36015.70     | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142536 | PA      | $130057.91    | 0.05%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $640472.66    | 0.25%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                   | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25413.87     | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24147.18     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GTVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77812 | PA      | $81561.02     | 0.03%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24985.67     | 0.01%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111053 | PA      | $103818.64    | 0.04%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418AMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76459 | PA      | $72788.46     | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138M5KE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10369 | PA      | $10336.21     | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24851 | PA      | $24225.57     | 0.01%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    789902 | PA      | $610269.69    | 0.24%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $321601.56    | 0.13%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31412RNG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8779 | PA      | $8417.84      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19328.40     | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213DC48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       219 | PA      | $229.52       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178842 | PA      | $960869.82    | 0.38%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                             | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61310.99     | 0.02%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75244.12     | 0.03%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K739, Class A2         | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    608732 | PA      | $583875.23    | 0.23%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                             | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48550.49     | 0.02%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                  | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8886.08      | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                          | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47134.08     | 0.02%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                              | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $100655.82    | 0.04%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116179.39    | 0.05%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                    | Chevron Corp.                                                                         | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73020.80     | 0.03%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46876 | PA      | $39061.83     | 0.02%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series A-1                            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     12560 | PA      | $12961.86     | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                      | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32941.74     | 0.01%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318176 | PA      | $272902.72    | 0.11%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    988000 | PA      | $1030607.50   | 0.41%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70366.35     | 0.03%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24508.52     | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26154.65     | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | Massachusetts Institute of Technology, Series G                                       | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58685.28     | 0.02%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WRTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98843 | PA      | $91554.16     | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $501937.50    | 0.20%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66903 | PA      | $61736.72     | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57589.50     | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: —       |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                           | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54935.71     | 0.02%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32129 | PA      | $29700.76     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17326.75     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9859.46      | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9836 | PA      | $8974.34      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128P7WT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26735 | PA      | $26273.32     | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                   | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87212.70     | 0.03%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                              | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $51190.90     | 0.02%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $186398.44    | 0.07%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                         | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57825.54     | 0.02%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                   | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24805.64     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25648.87     | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                      | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46241.36     | 0.02%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128LLDM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        60 | PA      | $62.00        | 0.00%             | 2042-01-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52128.72     | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                    | PepsiCo, Inc.                                                                         | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25374.14     | 0.01%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35486 | PA      | $27482.44     | 0.01%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                 | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27656.17     | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Republic of Poland                                                               | Republic of Poland                                                                    | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     60000 | PA      | $59143.93     | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BUB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       423 | PA      | $447.20       | 0.00%             | 2032-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3138M5FB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9643 | PA      | $9997.41      | 0.00%             | 2042-08-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26747.54     | 0.01%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48026.56     | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145535.10    | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45510.69     | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342851 | PA      | $313040.29    | 0.12%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502714.85    | 0.20%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138M8EN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5196 | PA      | $5136.15      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $49971.57     | 0.02%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | Healthpeak OP LLC                                                                     | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46094.92     | 0.02%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200STY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        81 | PA      | $82.17        | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                   | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24417.12     | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86440.89     | 0.03%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Energy Co.                                                    | Berkshire Hathaway Energy Co.                                                         | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82011.21     | 0.03%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1384 | PA      | $1447.17      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49738.95     | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300181 | PA      | $294980.63    | 0.12%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                            | Quanta Services, Inc.                                                                 | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46761.40     | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                       | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8802.31      | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126721 | PA      | $125208.81    | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171062 | PA      | $163021.48    | 0.06%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7367 | PA      | $7201.07      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                   | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30411.25     | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48191.02     | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61231 | PA      | $60921.79     | 0.02%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                               | Republic of Poland                                                                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $51536.38     | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                                         | JBS USA Holding Lux Sarl                                                              | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     28000 | PA      | $30891.08     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26715 | PA      | $27750.38     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21325.24     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                 | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     36000 | PA      | $36450.00     | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                 | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $189972.21    | 0.08%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                                     | Zoetis, Inc.                                                                          | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46373.79     | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| NNN REIT, Inc.                                                                   | NNN REIT, Inc.                                                                        | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17739.75     | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                        | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25285.26     | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30432 | PA      | $28747.14     | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52260 | PA      | $54608.85     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $23477.09     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                    | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19790.55     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                  | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $15375.50     | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                      | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25323.17     | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                          | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10382.12     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18933 | PA      | $17775.97     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | Providence St Joseph Health Obligated Group, Series A                                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $11754.50     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                | Hershey Co. (The)                                                                     | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17407.18     | 0.01%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399031.25    | 0.16%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $514277.35    | 0.20%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Comerica, Inc.                                                                   | Comerica, Inc.                                                                        | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14837.46     | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64213 | PA      | $60139.77     | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147777.01    | 0.06%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24797 | PA      | $24045.73     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131226 | PA      | $119861.85    | 0.05%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36210A4E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1873 | PA      | $1899.16      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43954.45     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                             | Sprint Capital Corp.                                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107437.05    | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $469453.13    | 0.19%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28780 | PA      | $26659.01     | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $645505.86    | 0.26%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34246.42     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298CPA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       177 | PA      | $178.21       | 0.00%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | Sanofi SA                                                                             | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24859.24     | 0.01%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56805.46     | 0.02%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50834.39     | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series B                                              | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42714.59     | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138AWMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54678 | PA      | $53519.32     | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5146 | PA      | $5068.84      | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                                          | Aon North America, Inc.                                                               | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35346.93     | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45907 | PA      | $44362.56     | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150495 | PA      | $139180.80    | 0.06%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19227.95     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136515.47    | 0.05%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132HMVZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37092 | PA      | $35348.87     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9869 | PA      | $9542.76      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3620ARSQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    270472 | PA      | $261760.28    | 0.10%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52767.65     | 0.02%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78100.21     | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $508964.85    | 0.20%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1087433 | PA      | $893026.81    | 0.35%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                                                   | Treasury Repurchase Agreement                                                         | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   6613766 | PA      | $6613766.30   | 2.62%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1721000 | PA      | $1738720.55   | 0.69%             | 2055-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4292 | PA      | $4285.90      | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26555.70     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corp. Andina de Fomento                                                          | Corp. Andina de Fomento                                                               | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $51482.19     | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3223 | PA      | $3279.83      | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                    | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53659.46     | 0.02%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                                                    | Newmont Corp.                                                                         | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54411.96     | 0.02%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65674.62     | 0.03%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40313.46     | 0.02%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80980 | PA      | $73907.40     | 0.03%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22717.90     | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88177.16     | 0.03%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                    | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25645.31     | 0.01%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                        | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14131.19     | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp.                                                  | Inter-American Investment Corp.                                                       | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | US        |     80000 | PA      | $81064.35     | 0.03%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24207.27     | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co.                                                    | Canadian National Railway Co.                                                         | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $126785.59    | 0.05%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                                              | Athene Holding Ltd.                                                                   | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26534.93     | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128LXEU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2231 | PA      | $2332.94      | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | Abbott Laboratories                                                                   | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67197.40     | 0.03%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381111 | PA      | $341638.75    | 0.14%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                          | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104710.96    | 0.04%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135663 | PA      | $129188.61    | 0.05%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $495312.50    | 0.20%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70468.54     | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                              | CNA Financial Corp.                                                                   | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49365.54     | 0.02%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $407171.88    | 0.16%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7247 | PA      | $6799.77      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                              | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25649.85     | 0.01%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16051.27     | 0.01%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59890 | PA      | $62874.28     | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $743847.66    | 0.29%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | Shell International Finance BV                                                        | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $169752.14    | 0.07%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207065 | PA      | $206519.15    | 0.08%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132J2SY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9797 | PA      | $9495.08      | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36341.69     | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22667.26     | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417GNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25753 | PA      | $24895.50     | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3425 | PA      | $3386.30      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | California Institute of Technology                                                    | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13106.68     | 0.01%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7320 | PA      | $6970.01      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45949 | PA      | $43654.74     | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79931 | PA      | $65366.93     | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93934 | PA      | $77142.26     | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43544 | PA      | $45282.61     | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224291 | PA      | $200925.03    | 0.08%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57576 | PA      | $56624.55     | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31386ECD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $105.12       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    825000 | PA      | $839603.88    | 0.33%             | 2055-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | Georgia-Pacific LLC                                                                   | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     50000 | PA      | $60784.85     | 0.02%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1377 | PA      | $1424.78      | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                   | AutoZone, Inc.                                                                        | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35050.40     | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                         | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $30869.72     | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $578767.58    | 0.23%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $804625.00    | 0.32%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                                                      | Cabot Corp.                                                                           | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29689.66     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31287UGH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       316 | PA      | $330.27       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $479414.06    | 0.19%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                         | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15424.62     | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | Camden Property Trust                                                                 | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7181.93      | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $404546.88    | 0.16%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51227 | PA      | $49846.37     | 0.02%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39592.89     | 0.02%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Stanley Black & Decker, Inc.                                                     | Stanley Black & Decker, Inc.                                                          | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8975.11      | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41055.45     | 0.02%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298RKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       339 | PA      | $354.03       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                        | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10956.30     | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5621 | PA      | $5552.87      | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46279.11     | 0.02%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20403.52     | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                 | Fortune Brands Innovations, Inc.                                                      | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47899.55     | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                         | Roper Technologies, Inc.                                                              | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17456.11     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21602.38     | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26535.00     | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $27842.23     | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301160.16    | 0.12%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                           | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87057.55     | 0.03%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25998.70     | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49801.44     | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320724 | PA      | $273748.14    | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359455 | PA      | $328459.83    | 0.13%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51800 | PA      | $49100.92     | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10080.37     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381486 | PA      | $327606.56    | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co., Series B                                             | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24880.92     | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                  | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $24885.56     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25502.32     | 0.01%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    210000 | PA      | $214782.10    | 0.09%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                             | Carrier Global Corp.                                                                  | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22541.81     | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31232.81     | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128KFLU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24984 | PA      | $26200.00     | 0.01%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38774.23     | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                    | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50788.30     | 0.02%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                             | Caterpillar Financial Services Corp.                                                  | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101674.55    | 0.04%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484971 | PA      | $398270.38    | 0.16%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417YTR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1100 | PA      | $1110.92      | 0.00%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER US CAPITAL MARKETS LLC                                                 | Government Agency Repurchase Agreement                                                | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                               | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39692.11     | 0.02%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CommonSpirit Health                                                                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20191.33     | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                      | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48334.56     | 0.02%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94111.60     | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| TransCanada PipeLines Ltd.                                                       | TransCanada PipeLines Ltd.                                                            | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32871.63     | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23117.87     | 0.01%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                        | FMC Corp.                                                                             | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13471.90     | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41861.42     | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                       | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $193274.55    | 0.08%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co., Series A                                             | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39719.01     | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |    210000 | PA      | $215304.67    | 0.09%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9969.41      | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48601 | PA      | $48103.14     | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31416XJM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107137 | PA      | $103199.57    | 0.04%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50354.76     | 0.02%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19921 | PA      | $19358.11     | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp.                                                        | TWDC Enterprises 18 Corp.                                                             | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98607.08     | 0.04%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26919.10     | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                       | Sherwin-Williams Co. (The)                                                            | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43488.50     | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| University of Nebraska Facilities Corp. (The)                                    | University of Nebraska Facilities Corp. (The), Series A                               | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $40550.26     | 0.02%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | Host Hotels & Resorts LP, Series H                                                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47554.88     | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    451542 | PA      | $455707.73    | 0.18%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1248000 | PA      | $1275738.75   | 0.51%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                 | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29649.84     | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105083 | PA      | $111570.28    | 0.04%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                  | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21066.08     | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62502 | PA      | $58266.30     | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5970 | PA      | $5877.76      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                | Xcel Energy, Inc.                                                                     | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    123000 | PA      | $136575.37    | 0.05%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                             | Eastman Chemical Co.                                                                  | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21459.17     | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Southwest Airlines Co.                                                           | Southwest Airlines Co.                                                                | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23044.02     | 0.01%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     65000 | PA      | $65786.61     | 0.03%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15605 | PA      | $14709.05     | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JobsOhio Beverage System, Series B                                                    | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100909.77    | 0.04%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27422.80     | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ELWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12012 | PA      | $12206.65     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2587 | PA      | $2569.12      | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                           | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $91587.24     | 0.04%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249531 | PA      | $214540.93    | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376346 | PA      | $385066.85    | 0.15%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp, Series X                                                                  | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148214.34    | 0.06%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31403JPN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8515 | PA      | $8803.72      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48791.92     | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46577.30     | 0.02%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45967.53     | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                           | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10504.77     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | Barrick North America Finance LLC                                                     | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41194.39     | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77114 | PA      | $80895.32     | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1267000 | PA      | $1313522.66   | 0.52%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                      | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22336.01     | 0.01%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: —       |
| Analog Devices, Inc.                                                             | Analog Devices, Inc.                                                                  | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57397.05     | 0.02%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25115.99     | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36209YXG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       664 | PA      | $677.09       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49010 | PA      | $46295.61     | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204350 | PA      | $188568.99    | 0.07%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                           | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44275.90     | 0.02%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    354000 | PA      | $354760.55    | 0.14%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                              | Take-Two Interactive Software, Inc.                                                   | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9640.60      | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                   | Southern Co. Gas Capital Corp., Series 20-A                                           | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43898.59     | 0.02%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25333.69     | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $607218.75    | 0.24%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22196.56     | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HRA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4220 | PA      | $4450.50      | 0.00%             | 2032-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp.                                                                      | Nucor Corp.                                                                           | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30936.46     | 0.01%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                                                  | Alleghany Corp.                                                                       | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24429.94     | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138W6DT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65460 | PA      | $62810.47     | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                         | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28740.79     | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                          | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73420.90     | 0.03%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427PGU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24548 | PA      | $25333.27     | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15644.50     | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20129.05     | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52405.57     | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166695 | PA      | $137020.38    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                                                          | Applied Materials, Inc.                                                               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53350.65     | 0.02%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230RZH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23120 | PA      | $22457.30     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24073.62     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Equinor ASA                                                                      | Equinor ASA                                                                           | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    100000 | PA      | $77606.95     | 0.03%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24926.02     | 0.01%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    430000 | PA      | $432368.36    | 0.17%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | Dallas Independent School District, Series C                                          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $152329.79    | 0.06%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41454.37     | 0.02%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12553.57     | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                        | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42309.60     | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31294EHM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       254 | PA      | $266.55       | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96571.87     | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co., Series 08-A                                           | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30740.74     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                      | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    120000 | PA      | $93360.00     | 0.04%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                          | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24398.82     | 0.01%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53788 | PA      | $55923.51     | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    758000 | PA      | $768244.84    | 0.30%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BUE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       998 | PA      | $1045.06      | 0.00%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170293 | PA      | $174596.72    | 0.07%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                     | Mondelez International, Inc.                                                          | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30306.22     | 0.01%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | Deutsche Telekom International Finance BV                                             | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $58833.62     | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                            | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38130.11     | 0.02%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36212KY72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        68 | PA      | $68.52        | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55521.53     | 0.02%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | Orange SA                                                                             | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49855.29     | 0.02%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311998 | PA      | $265348.17    | 0.11%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61387.12     | 0.02%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268890 | PA      | $232666.06    | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                     | NVIDIA Corp.                                                                          | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30555.55     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20336.23     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                              | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $197324.47    | 0.08%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22129.40     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | Plains All American Pipeline LP                                                       | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42751.55     | 0.02%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14100 | PA      | $13414.04     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55429 | PA      | $53652.78     | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53305 | PA      | $43816.80     | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                          | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26573.10     | 0.01%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25324.66     | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: —       |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52232.26     | 0.02%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co., Series A                                             | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37818.93     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36212JXR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       222 | PA      | $225.16       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BQ92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       220 | PA      | $231.96       | 0.00%             | 2031-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                            | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68005.83     | 0.03%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24937.78     | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18836.89     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135840 | PA      | $124168.63    | 0.05%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                          | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70108.17     | 0.03%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391103 | PA      | $302561.02    | 0.12%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19642.59     | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54943.43     | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Digital Realty Trust LP                                                          | Digital Realty Trust LP                                                               | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100615.68    | 0.04%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                          | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43708.45     | 0.02%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $467792.97    | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138AQAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3914 | PA      | $3830.49      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                 | GE HealthCare Technologies, Inc.                                                      | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107624.52    | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52220 | PA      | $51118.32     | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                            | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26154.89     | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| General Motors Co.                                                               | General Motors Co.                                                                    | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71521.66     | 0.03%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    421000 | PA      | $417908.28    | 0.17%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                       | GATX Corp.                                                                            | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9741.58      | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31297YWW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       768 | PA      | $787.95       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15451.74     | 0.01%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                    | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40550.53     | 0.02%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77075 | PA      | $79360.69     | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18464 | PA      | $17315.83     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | America Movil SAB de CV                                                               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     83000 | PA      | $92090.96     | 0.04%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $469589.85    | 0.19%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202FPG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47133 | PA      | $47545.09     | 0.02%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24931.06     | 0.01%             | 2029-09-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WRKCo, Inc.                                                                      | WRKCo, Inc.                                                                           | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38898.38     | 0.02%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $365873.05    | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19323 | PA      | $18338.53     | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                    | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27217.24     | 0.01%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                               | State Street Corp.                                                                    | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40376.83     | 0.02%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843241 | PA      | $690720.77    | 0.27%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1836 | PA      | $1846.09      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7062 | PA      | $6851.22      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99317.20     | 0.04%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | Sempra                                                                                | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39252.49     | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1468 | PA      | $1534.81      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20641.53     | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25722.96     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                          | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37432.58     | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | Welltower OP LLC                                                                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95748.13     | 0.04%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46010 | PA      | $43044.36     | 0.02%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52185.33     | 0.02%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5905 | PA      | $5934.93      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18907.86     | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |    250000 | PA      | $244410.53    | 0.10%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $520273.44    | 0.21%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                     | Blue Owl Credit Income Corp.                                                          | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47949.21     | 0.02%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418AGR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17593 | PA      | $17279.10     | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128UGY27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5529 | PA      | $5714.58      | 0.00%             | 2041-07-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5016 | PA      | $5007.61      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    226068 | PA      | $192675.49    | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25065.48     | 0.01%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40348.55     | 0.02%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50448.70     | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19475.21     | 0.01%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105217.86    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    152000 | PA      | $129097.38    | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78830.89     | 0.03%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41555.07     | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452342 | PA      | $372293.70    | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36180HVD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173526 | PA      | $162836.03    | 0.06%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49985.62     | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                              | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25814.21     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Washington Gas Light Co.                                                         | Washington Gas Light Co.                                                              | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7378.49      | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                          | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251440.20    | 0.10%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23259.50     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227073 | PA      | $194224.43    | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $302460.94    | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31296YJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5464 | PA      | $5662.76      | 0.00%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                    | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21614.10     | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116275 | PA      | $106016.94    | 0.04%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15419.18     | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    426000 | PA      | $431591.25    | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                                                             | Allstate Corp. (The)                                                                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8416.69      | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37201 | PA      | $33350.07     | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | Ventas Realty LP                                                                      | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66313.68     | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $102044.91    | 0.04%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                                       | ORIX Corp.                                                                            | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $15538.17     | 0.01%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                   | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $18016.18     | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2861 | PA      | $2819.12      | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40662.62     | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | Los Angeles Department of Water & Power, Series D                                     | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     50000 | PA      | $54010.67     | 0.02%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707254 | PA      | $603449.93    | 0.24%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128K0MZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       957 | PA      | $994.60       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                               | Everest Reinsurance Holdings, Inc.                                                    | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17664.22     | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36207KU65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18 | PA      | $18.10        | 0.00%             | 2029-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25561.60     | 0.01%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                        | Bank of Nova Scotia (The)                                                             | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10646.77     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140726 | PA      | $128299.43    | 0.05%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                | Black Hills Corp.                                                                     | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23787.55     | 0.01%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41803.07     | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bond                                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $447367.97    | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJAZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4975 | PA      | $5260.32      | 0.00%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                        | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25395.26     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QR2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129491 | PA      | $129386.72    | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                                    | GlaxoSmithKline Capital, Inc.                                                         | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95295.99     | 0.04%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | State of Wisconsin, Series C                                                          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     20000 | PA      | $19827.77     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53079.60     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47414.84     | 0.02%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1172 | PA      | $1170.27      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $157289.06    | 0.06%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                       | Corebridge Financial, Inc.                                                            | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49293.33     | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                                                             | General Electric Co.                                                                  | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113673.14    | 0.05%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62048 | PA      | $56640.31     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24920.23     | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                            | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23600.39     | 0.01%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31287LNP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       940 | PA      | $955.05       | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                                                  | Trane Technologies Holdco, Inc.                                                       | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21077.81     | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29307.81     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                           | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12145.46     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15583.13     | 0.01%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                       | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26000.70     | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | Apollo Debt Solutions BDC                                                             | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15789.12     | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Archer-Daniels-Midland Co.                                                       | Archer-Daniels-Midland Co.                                                            | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22947.64     | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42612.63     | 0.02%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25564.36     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    417000 | PA      | $416055.24    | 0.16%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15267 | PA      | $14916.86     | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $67415.14     | 0.03%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | University of Notre Dame du Lac, Series 2017                                          | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22723.00     | 0.01%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1874 | PA      | $1859.04      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                 | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25524.42     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71564.61     | 0.03%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                   | Citizens Financial Group, Inc.                                                        | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25577.73     | 0.01%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37443.38     | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98137.67     | 0.04%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25880.56     | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    287000 | PA      | $289410.35    | 0.11%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213UNQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3122 | PA      | $3249.36      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83770 | PA      | $71823.89     | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74378.08     | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp., Series N                                                       | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18481.00     | 0.01%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: —       |
| Charles Schwab Corp. (The)                                                       | Charles Schwab Corp. (The)                                                            | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26163.16     | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138A2QP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       364 | PA      | $362.70       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24602.38     | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110490 | PA      | $99119.78     | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48704.68     | 0.02%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77222.62     | 0.03%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18721 | PA      | $18555.90     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $131757.81    | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                    | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44565.44     | 0.02%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                          | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41902.60     | 0.02%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                    | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23008.04     | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44104.23     | 0.02%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LyondellBasell Industries NV                                                          | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $46776.31     | 0.02%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36292HR70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20107 | PA      | $20834.20     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    426000 | PA      | $423821.85    | 0.17%             | 2055-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26019.56     | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59851 | PA      | $56621.97     | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GRS35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50809 | PA      | $53653.77     | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HGP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1439 | PA      | $1504.66      | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                  | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71007.02     | 0.03%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $127577.53    | 0.05%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust, Series 2024-A, Class B                             | CUSIP: 98164RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202631.50    | 0.08%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $895640.63    | 0.35%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40582 | PA      | $37575.29     | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126392 | PA      | $115406.87    | 0.05%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DSEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56123 | PA      | $58106.88     | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | Brixmor Operating Partnership LP                                                      | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49536.78     | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54254 | PA      | $55178.65     | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115681.55    | 0.05%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129749 | PA      | $132844.83    | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195626.87    | 0.08%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71371.26     | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | Sutter Health, Series 2018                                                            | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29867.15     | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67060.39     | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42877.88     | 0.02%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18737.91     | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                      | Deere & Co.                                                                           | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24053.16     | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92316.65     | 0.04%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132HRM64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16954 | PA      | $16151.77     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77422.02     | 0.03%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292G4V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $84.44        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $20446.74     | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                                           | Juniper Networks, Inc.                                                                | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48831.30     | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39816 | PA      | $40817.25     | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417G3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248200 | PA      | $229898.49    | 0.09%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32669 | PA      | $32482.25     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                        | Northern States Power Co.                                                             | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42825.31     | 0.02%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25697.41     | 0.01%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $408156.25    | 0.16%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201220.22    | 0.08%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3138E4YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1064 | PA      | $1098.56      | 0.00%             | 2042-02-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                        | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101558.65    | 0.04%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | Healthcare Realty Holdings LP                                                         | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47216.94     | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Aetna, Inc.                                                                      | Aetna, Inc.                                                                           | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13009.85     | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60026 | PA      | $62191.79     | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2315 | PA      | $2310.13      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16558 | PA      | $16530.99     | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49864.04     | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41937.30     | 0.02%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9584 | PA      | $9070.58      | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA ACES, Series 2020-M5, Class A2                                                   | CUSIP: 3136B8TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023972 | PA      | $952615.91    | 0.38%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                              | Expedia Group, Inc.                                                                   | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14319.13     | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Aflac, Inc.                                                                      | Aflac, Inc.                                                                           | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24506.70     | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                        | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25343.09     | 0.01%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11701.38     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                     | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40133.04     | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Workday, Inc.                                                                    | Workday, Inc.                                                                         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28668.76     | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                            | United Mexican States                                                                 | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $173450.00    | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                                                     | Humana, Inc.                                                                          | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14364.40     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                    | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $35974.32     | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47975 | PA      | $46428.25     | 0.02%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31296RDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7245 | PA      | $7497.87      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102793.35    | 0.04%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86630.58     | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Caterpillar, Inc.                                                                | Caterpillar, Inc.                                                                     | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18224.68     | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39934.21     | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co.                                                               | Tampa Electric Co.                                                                    | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29499.52     | 0.01%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                         | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39678.17     | 0.02%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                        | Illinois Tool Works, Inc.                                                             | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48525.77     | 0.02%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                  | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75826.70     | 0.03%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20537.82     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10812 | PA      | $10884.72     | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36294PG49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10630 | PA      | $10911.04     | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                    | Cencora, Inc.                                                                         | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25399.09     | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9954.30      | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158085.59    | 0.06%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                       | Prudential Financial, Inc.                                                            | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20542.15     | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Arch Capital Group Ltd.                                                          | Arch Capital Group Ltd.                                                               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $37593.31     | 0.01%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208100 | PA      | $180979.39    | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    726000 | PA      | $727361.25    | 0.29%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $705359.38    | 0.28%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8925 | PA      | $9211.40      | 0.00%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22732 | PA      | $23466.45     | 0.01%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52003.23     | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94849.07     | 0.04%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Entergy Texas, Inc.                                                              | Entergy Texas, Inc.                                                                   | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22767.04     | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8120.82      | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp.                                                            | Southern Copper Corp.                                                                 | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57087.15     | 0.02%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                              | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49471.64     | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                       | Occidental Petroleum Corp.                                                            | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20928.16     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne, Inc.                                                          | Helmerich & Payne, Inc.                                                               | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15003.86     | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22709.04     | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                            | Cardinal Health, Inc.                                                                 | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42044.88     | 0.02%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222707 | PA      | $181182.55    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118482 | PA      | $108259.21    | 0.04%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9628 | PA      | $9097.83      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45387 | PA      | $42784.28     | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18645.00     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $350259.77    | 0.14%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3138EHS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4063 | PA      | $4191.79      | 0.00%             | 2042-01-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                     | Hasbro, Inc.                                                                          | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19865.49     | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $689144.53    | 0.27%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54208.05     | 0.02%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78442.00     | 0.03%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $103029.31    | 0.04%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                           | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150086.24    | 0.06%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $586615.63    | 0.23%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    631000 | PA      | $635140.94    | 0.25%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $136540.58    | 0.05%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1316148.44   | 0.52%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $51290.99     | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd.                                                                     | Nutrien Ltd.                                                                          | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52758.97     | 0.02%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $808125.00    | 0.32%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                                  | Jefferies Financial Group, Inc.                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15741.69     | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                           | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27092.84     | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78857.91     | 0.03%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                         | Lloyds Banking Group plc                                                              | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197469.67    | 0.08%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $67271.16     | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276533 | PA      | $267844.40    | 0.11%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                          | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88024.08     | 0.03%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225BRW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       794 | PA      | $847.68       | 0.00%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $400375.00    | 0.16%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188694 | PA      | $182101.53    | 0.07%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33089 | PA      | $30191.79     | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                  | Medtronic, Inc.                                                                       | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45989.05     | 0.02%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3175 | PA      | $3066.00      | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27154.40     | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | Memorial Sloan-Kettering Cancer Center, Series 2020                                   | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     29000 | PA      | $19731.64     | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298FVZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       267 | PA      | $270.49       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49251.89     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36241KBQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6490 | PA      | $6772.21      | 0.00%             | 2034-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25210.48     | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52394 | PA      | $53229.09     | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | Entergy Arkansas LLC                                                                  | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52050.13     | 0.02%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230RZB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83086 | PA      | $80611.93     | 0.03%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                                          | Progressive Corp. (The)                                                               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40360.40     | 0.02%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20890.26     | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247503 | PA      | $256592.53    | 0.10%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5658 | PA      | $5595.33      | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42994.52     | 0.02%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44885.09     | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp.                                                               | Devon Energy Corp.                                                                    | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50115.53     | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Oklahoma                                                   | Public Service Co. of Oklahoma                                                        | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25302.48     | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1050000 | PA      | $1046685.36   | 0.41%             | 2055-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                    | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25910.68     | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49580.18     | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96232 | PA      | $89134.81     | 0.04%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $193734.38    | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                    | ONE Gas, Inc.                                                                         | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18275.75     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $34766.37     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18713.41     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23818.08     | 0.01%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24892.29     | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                      | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    120000 | PA      | $104424.00    | 0.04%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                            | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25295.83     | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Northern States Power Co.                                                        | Northern States Power Co.                                                             | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23947.90     | 0.01%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14454.85     | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78106 | PA      | $78644.79     | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3452 | PA      | $3419.50      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3620AWS92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53371 | PA      | $51782.01     | 0.02%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | Deutsche Bank AG                                                                      | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $160174.23    | 0.06%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684045 | PA      | $559282.69    | 0.22%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $710199.21    | 0.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                             | Mitsubishi UFJ Financial Group, Inc.                                                  | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176244.49    | 0.07%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $661117.18    | 0.26%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44112.63     | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232180.41    | 0.09%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14412 | PA      | $14957.01     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                                               | Lam Research Corp.                                                                    | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23236.56     | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2024-3, Class A                  | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202616.42    | 0.08%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124560 | PA      | $124774.69    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    400000 | PA      | $403298.66    | 0.16%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153721 | PA      | $157427.48    | 0.06%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kenvue, Inc.                                                                     | Kenvue, Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101050.81    | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31413TUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45834 | PA      | $48372.42     | 0.02%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                     | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39985.46     | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319851 | PA      | $274728.35    | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47586.73     | 0.02%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $284359.38    | 0.11%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230NHB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28081 | PA      | $27245.14     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $370717.38    | 0.15%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22052.69     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24517.62     | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14119 | PA      | $13028.07     | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24632.13     | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                 | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19955.40     | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                    | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31371.66     | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                    | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $16359.89     | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                            | Gilead Sciences, Inc.                                                                 | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50592.17     | 0.02%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30789.44     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417DUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4538 | PA      | $4480.49      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                             | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34229.84     | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31412PKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       825 | PA      | $825.11       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $317947.27    | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                   | QUALCOMM, Inc.                                                                        | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84990.75     | 0.03%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    378000 | PA      | $216360.70    | 0.09%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38971 | PA      | $37661.42     | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                          | Micron Technology, Inc.                                                               | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53246.33     | 0.02%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PulteGroup, Inc.                                                                 | PulteGroup, Inc.                                                                      | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100746.16    | 0.04%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31979.93     | 0.01%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47996 | PA      | $48104.45     | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96561.00     | 0.04%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31293EFL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       270 | PA      | $282.50       | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                                                       | NIKE, Inc.                                                                            | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47574.79     | 0.02%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                            | Global Payments, Inc.                                                                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24353.30     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | European Investment Bank                                                              | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50077.87     | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                  | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20912.12     | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20800.92     | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $137085.94    | 0.05%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17960 | PA      | $17567.57     | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                      | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20705.94     | 0.01%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128K34T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       989 | PA      | $1023.14      | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58260 | PA      | $50069.60     | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31908 | PA      | $28603.42     | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series B                                                            | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7545.51      | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128K2R27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3008 | PA      | $3148.16      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                              | CBRE Services, Inc.                                                                   | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15476.00     | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                                    | Cummins, Inc.                                                                         | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19945.87     | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                   | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19428.33     | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213FH55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1191 | PA      | $1222.13      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                 | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102675.03    | 0.04%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                         | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43025.24     | 0.02%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11067 | PA      | $10983.03     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13712 | PA      | $14355.65     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132CWQ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38452 | PA      | $36310.02     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47531.41     | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                            | United Mexican States                                                                 | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $250005.00    | 0.10%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31405FPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11943 | PA      | $12453.95     | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     40000 | PA      | $40632.06     | 0.02%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $439687.50    | 0.17%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJEJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3300 | PA      | $3477.37      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                     | Ameren Corp.                                                                          | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20487.19     | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51431.86     | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                     | Pacific Gas and Electric Co.                                                          | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20727.21     | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                               | General Motors Co.                                                                    | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39990.39     | 0.02%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $392437.50    | 0.16%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29700.98     | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52231.75     | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283085 | PA      | $231333.26    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $66310.03     | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $559195.31    | 0.22%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                            | BANK5, Series 2023-5YR4, Class A3                                                     | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216403 | PA      | $227961.74    | 0.09%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | Constellation Energy Generation LLC                                                   | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20290.43     | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                      | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30527.55     | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138A2VL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       119 | PA      | $118.30       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $638750.00    | 0.25%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82804 | PA      | $80574.91     | 0.03%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31293WNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       147 | PA      | $153.49       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $461525.00    | 0.18%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-152, Class A2        | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $486379.60    | 0.19%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106257.92    | 0.04%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213E3Z7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12667 | PA      | $13021.55     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                   | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24674.53     | 0.01%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     80000 | PA      | $78612.18     | 0.03%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                      | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37989.87     | 0.02%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    674000 | PA      | $628452.35    | 0.25%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80189 | PA      | $82199.37     | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36295NPG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107371 | PA      | $98802.16     | 0.04%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25300.78     | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375747 | PA      | $376240.53    | 0.15%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102801.52    | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25581.64     | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                     | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101502.36    | 0.04%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                                                       | Agilent Technologies, Inc.                                                            | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18962.74     | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25750.44     | 0.01%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                                                        | Rockwell Automation, Inc.                                                             | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3012.15      | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                               | TSMC Arizona Corp.                                                                    | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182218.77    | 0.07%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19715.11     | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104688 | PA      | $99183.38     | 0.04%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $265917.97    | 0.11%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25571.93     | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                    | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $187230.00    | 0.07%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $75688.73     | 0.03%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $231560.55    | 0.09%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $847128.52    | 0.34%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51771.91     | 0.02%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122716 | PA      | $124462.93    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                 | Kroger Co. (The)                                                                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24362.90     | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                  | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24254.13     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230QH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29424 | PA      | $28580.35     | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     25000 | PA      | $23250.00     | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23533.81     | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                     | American Water Capital Corp.                                                          | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44362.10     | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18895.45     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128K9V43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3826 | PA      | $3976.84      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                             | Ally Financial, Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34153.71     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45432.02     | 0.02%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                   | Piedmont Natural Gas Co., Inc.                                                        | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21138.03     | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51734.17     | 0.02%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39000.84     | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                           | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25925.52     | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5592 | PA      | $5260.94      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                                           | BP Capital Markets plc                                                                | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59285.53     | 0.02%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128M9R79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37059 | PA      | $35439.42     | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                                                            | Kraft Heinz Foods Co.                                                                 | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78972.18     | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                       | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $302159.83    | 0.12%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96280 | PA      | $92131.80     | 0.04%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                       | Alibaba Group Holding Ltd.                                                            | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181725.36    | 0.07%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co., Series A                                                            | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9241.86      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36209Y4C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       219 | PA      | $221.75       | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49272.27     | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Brookfield Asset Management Ltd.                                                 | Brookfield Asset Management Ltd.                                                      | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26153.10     | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WFEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5135 | PA      | $4853.09      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298B5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       522 | PA      | $545.72       | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17458 | PA      | $18110.90     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                      | AvalonBay Communities, Inc.                                                           | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10406.26     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $205511.72    | 0.08%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45528.29     | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        65 | PA      | $68.29        | 0.00%             | 2030-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                               | Ryder System, Inc.                                                                    | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88808.98     | 0.04%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    269000 | PA      | $251777.69    | 0.10%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103628 | PA      | $96100.47     | 0.04%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230QTQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64496 | PA      | $62647.44     | 0.02%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                                            | J M Smucker Co. (The)                                                                 | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37786.32     | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                 | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101014.88    | 0.04%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340868 | PA      | $279214.23    | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP Operating LP                                                                      | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197676.93    | 0.08%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6340 | PA      | $5804.66      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $14126.24     | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                  | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49692.49     | 0.02%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75282 | PA      | $78150.35     | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843741 | PA      | $693561.22    | 0.27%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66484.87     | 0.03%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                   | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43865.56     | 0.02%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55384.53     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134442 | PA      | $135283.27    | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $104656.25    | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                  | Idaho Power Co.                                                                       | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25864.94     | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $312796.88    | 0.12%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40214.80     | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21080.97     | 0.01%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52364.36     | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138MLUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10748 | PA      | $10623.32     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HP65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1097 | PA      | $1147.17      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41142.99     | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84817.83     | 0.03%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                     | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91879.73     | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2653 | PA      | $2611.14      | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182770.14    | 0.07%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust, Series 2023-4, Class A                  | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517289.90    | 0.20%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36296GJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14103 | PA      | $13682.97     | 0.01%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208367.56    | 0.08%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91358.86     | 0.04%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13606.98     | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                                           | Dell International LLC                                                                | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60330.38     | 0.02%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                                           | WEC Energy Group, Inc.                                                                | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31007.85     | 0.01%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                              | General Mills, Inc.                                                                   | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94211.26     | 0.04%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       217 | PA      | $226.57       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                              | Public Service Electric and Gas Co.                                                   | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25060.16     | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95064 | PA      | $84091.01     | 0.03%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213EXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1661 | PA      | $1722.10      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $467726.56    | 0.19%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $468535.16    | 0.19%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                | Exxon Mobil Corp.                                                                     | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59634.02     | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54351 | PA      | $55125.11     | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41340.34     | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                             | Dollar General Corp.                                                                  | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23696.99     | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $417062.50    | 0.17%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    524000 | PA      | $510701.65    | 0.20%             | 2055-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                       | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44202.46     | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26862.14     | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                      | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     50000 | PA      | $51325.50     | 0.02%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50295.91     | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: —       |
| Brookfield Finance, Inc.                                                         | Brookfield Finance, Inc.                                                              | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61048.80     | 0.02%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99568.57     | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                             | Boston Properties LP                                                                  | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59193.36     | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60267.27     | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                       | Procter & Gamble Co. (The)                                                            | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96107.86     | 0.04%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99589.36     | 0.04%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10086.86     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182696 | PA      | $173202.70    | 0.07%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132HNH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46137 | PA      | $44034.99     | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6166 | PA      | $6148.56      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                            | PayPal Holdings, Inc.                                                                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23666.29     | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30116.65     | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200RG71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4765 | PA      | $4935.27      | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417BXP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110855 | PA      | $105681.61    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41121 | PA      | $40849.52     | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $256498.05    | 0.10%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | Stanford Health Care, Series 2018                                                     | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     12000 | PA      | $9473.32      | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117768.38    | 0.05%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230SMC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12789 | PA      | $12422.30     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                             | Conagra Brands, Inc.                                                                  | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13735.49     | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33624 | PA      | $32421.53     | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                                          | Accenture Capital, Inc.                                                               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39929.30     | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74778.32     | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90662 | PA      | $93116.43     | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43113 | PA      | $43413.80     | 0.02%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60599.80     | 0.02%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4110 | PA      | $3985.54      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60192.58     | 0.02%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25419.12     | 0.01%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| Anheuser-Busch InBev Worldwide, Inc.                                             | Anheuser-Busch InBev Worldwide, Inc.                                                  | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76617.72     | 0.03%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3159 | PA      | $2943.78      | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | Kinder Morgan Energy Partners LP                                                      | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31529.82     | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39957.07     | 0.02%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                 | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $27039.78     | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    825000 | PA      | $843609.50    | 0.33%             | 2055-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225388 | PA      | $193316.69    | 0.08%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                        | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24931.16     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                                          | Simon Property Group LP                                                               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89693.82     | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                 | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31974.04     | 0.01%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                            | Connecticut Light and Power Co. (The)                                                 | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24226.43     | 0.01%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                  | Microsoft Corp.                                                                       | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67439.72     | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Danaher Corp.                                                                    | Danaher Corp.                                                                         | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28081.54     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                                              | Brown & Brown, Inc.                                                                   | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25731.16     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49210 | PA      | $46013.66     | 0.02%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59269 | PA      | $57327.35     | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                      | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37866.45     | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30466.97     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17738.66     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84804.24     | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49567.58     | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148377 | PA      | $151923.11    | 0.06%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    502242 | PA      | $436925.16    | 0.17%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31287UF72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1068 | PA      | $1116.55      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130178 | PA      | $133180.95    | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                     | Nasdaq, Inc.                                                                          | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10592.68     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HGZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       121 | PA      | $125.53       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25163.47     | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20147.64     | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74973.18     | 0.03%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Solventum Corp.                                                                  | Solventum Corp.                                                                       | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20338.45     | 0.01%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $702218.75    | 0.28%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                                           | Oglethorpe Power Corp.                                                                | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22819.19     | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11454 | PA      | $11436.93     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 21H0406B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $94563.29     | 0.04%             | 2055-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36120 | PA      | $32388.82     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40819.55     | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89034.93     | 0.04%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24995 | PA      | $24352.49     | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                     | Exelon Corp.                                                                          | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20799.35     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4376 | PA      | $4236.86      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25568.60     | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $58756.25     | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | Fifth Third Bancorp                                                                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69674.50     | 0.03%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52172 | PA      | $50668.81     | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                              | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25494.53     | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                        | RTX Corp.                                                                             | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39374.48     | 0.02%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36212EH59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       817 | PA      | $828.02       | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     70000 | PA      | $52056.55     | 0.02%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97949.92     | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    778000 | PA      | $649478.05    | 0.26%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    777201 | PA      | $633774.84    | 0.25%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       981 | PA      | $979.56       | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                          | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $23699.89     | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62880.47     | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Province of Quebec Canada                                                        | Province of Quebec                                                                    | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $56556.96     | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1222000 | PA      | $1226296.09   | 0.49%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177306.85    | 0.07%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2490 | PA      | $2608.50      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200000 | PA      | $228843.98    | 0.09%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                              | CF Industries, Inc.                                                                   | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60430.05     | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | Entergy Mississippi LLC                                                               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25655.95     | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25937.60     | 0.01%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                                                   | Amphenol Corp.                                                                        | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94618.72     | 0.04%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26826.37     | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31672.91     | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                  | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25743.40     | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $75616.85     | 0.03%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14925 | PA      | $14037.73     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                                   | NiSource, Inc.                                                                        | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27236.86     | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | Royal Bank of Canada                                                                  | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51160.02     | 0.02%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| European Bank for Reconstruction & Development                                   | European Bank for Reconstruction & Development                                        | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |    150000 | PA      | $152001.97    | 0.06%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                                     | Ecolab, Inc.                                                                          | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87833.28     | 0.03%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39553.67     | 0.02%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| KLA Corp.                                                                        | KLA Corp.                                                                             | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35659.52     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                              | IBM International Capital Pte. Ltd.                                                   | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100674.30    | 0.04%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    862000 | PA      | $872775.00    | 0.35%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $785187.50    | 0.31%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     96000 | PA      | $73773.56     | 0.03%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | Province of Quebec                                                                    | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     25000 | PA      | $24938.46     | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178238 | PA      | $168961.40    | 0.07%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37956.65     | 0.02%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76666.97     | 0.03%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106498 | PA      | $91605.62     | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25507.59     | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                                                           | Unilever Capital Corp.                                                                | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54707.75     | 0.02%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                              | Sonoco Products Co.                                                                   | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44856.77     | 0.02%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428524 | PA      | $352694.52    | 0.14%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51419.01     | 0.02%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd.                                                  | Fairfax Financial Holdings Ltd.                                                       | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10579.78     | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series O                                                    | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43232.15     | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                  | Halliburton Co.                                                                       | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54581.12     | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24508.06     | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                         | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23202.00     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701021 | PA      | $575438.33    | 0.23%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3853 | PA      | $3847.44      | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                           | Norfolk Southern Corp.                                                                | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90254.51     | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32112.08     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BorgWarner, Inc.                                                                 | BorgWarner, Inc.                                                                      | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24418.67     | 0.01%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $82962.50     | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Grupo Televisa SAB                                                               | Grupo Televisa SAB                                                                    | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $32846.25     | 0.01%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50027.50     | 0.02%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                               | Union Electric Co.                                                                    | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61693.13     | 0.02%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $514082.03    | 0.20%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $294781.25    | 0.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203685 | PA      | $167425.47    | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                     | Public Storage Operating Co.                                                          | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44362.66     | 0.02%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83452.94     | 0.03%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25224.15     | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52251 | PA      | $49642.28     | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24480 | PA      | $23660.99     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                      | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91025.25     | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3131XVS48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47032 | PA      | $44310.61     | 0.02%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35482.56     | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4057 | PA      | $4122.24      | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49126 | PA      | $47483.33     | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83197.47     | 0.03%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16936.09     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                        | UDR, Inc.                                                                             | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47848.90     | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25373.89     | 0.01%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    483000 | PA      | $495961.76    | 0.20%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HEY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       334 | PA      | $348.87       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                     | Fiserv, Inc.                                                                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20032.65     | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47252 | PA      | $43702.99     | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | Koninklijke Philips NV                                                                | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $18906.83     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                       | Baxter International, Inc.                                                            | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46932.44     | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: —       |
| Church & Dwight Co., Inc.                                                        | Church & Dwight Co., Inc.                                                             | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9278.26      | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49737.47     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $757675.79    | 0.30%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp.                                                | Travelers Property Casualty Corp.                                                     | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $33774.90     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36211AUV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11016 | PA      | $11153.02     | 0.00%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80717 | PA      | $69308.68     | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | Tennessee Valley Authority                                                            | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    100000 | PA      | $97624.17     | 0.04%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $73900.44     | 0.03%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $254277.35    | 0.10%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208728 | PA      | $209000.88    | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91158.81     | 0.04%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138206 | PA      | $123891.63    | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                  | Intercontinental Exchange, Inc.                                                       | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14814.15     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31552.01     | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                           | Waste Management, Inc.                                                                | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40705.66     | 0.02%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31412RND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43768 | PA      | $42132.79     | 0.02%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series CC                            | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26106.83     | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                            | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61954.14     | 0.02%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $272106.25    | 0.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International, Inc.                                                    | Honeywell International, Inc.                                                         | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47674.62     | 0.02%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26125.90     | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                           | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19912.30     | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50592 | PA      | $48860.23     | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132292 | PA      | $122541.79    | 0.05%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53642 | PA      | $49372.07     | 0.02%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3138ASL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16863 | PA      | $17539.92     | 0.01%             | 2041-09-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56497 | PA      | $52783.00     | 0.02%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                                    | BAT International Finance plc                                                         | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $52468.00     | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201558.13    | 0.08%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HTE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1639 | PA      | $1713.91      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280578 | PA      | $238936.40    | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $109834.38    | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy, Inc.                                                             | Cenovus Energy, Inc.                                                                  | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5513.73      | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                      | Marsh & McLennan Cos., Inc.                                                           | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46074.12     | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31129.02     | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NOV, Inc.                                                                        | NOV, Inc.                                                                             | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11823.86     | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $614460.94    | 0.24%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                   | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25430.63     | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207638 | PA      | $178671.18    | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | Svensk Exportkredit AB                                                                | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $195849.98    | 0.08%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH Europe Finance II Sarl                                                             | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $42506.77     | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22564.05     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144243 | PA      | $143539.58    | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | Baker Hughes Holdings LLC                                                             | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40306.21     | 0.02%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: —       |
| Essential Utilities, Inc.                                                        | Essential Utilities, Inc.                                                             | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17312.48     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC                                                        | Treasury Repurchase Agreement                                                         | CUSIP: N/A<br>LEI: 5493006BWPDUCYG6EQ34       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $174223.16    | 0.07%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8226 | PA      | $8072.12      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | Ascension Health, Series B                                                            | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $31804.07     | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $16078.04     | 0.01%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135600 | PA      | $117689.30    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                     | Barclays plc                                                                          | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211296.57    | 0.08%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142754.40    | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                   | Southern California Edison Co.                                                        | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50959.58     | 0.02%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14455 | PA      | $13726.94     | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37327 | PA      | $32962.96     | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     80000 | PA      | $77383.81     | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2136000 | PA      | $2145011.25   | 0.85%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29273 | PA      | $28264.02     | 0.01%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                          | Commonwealth Edison Co.                                                               | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87716.32     | 0.03%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    211000 | PA      | $214568.87    | 0.09%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $195214.85    | 0.08%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                 | Amazon.com, Inc.                                                                      | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19976.53     | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25445.58     | 0.01%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32695 | PA      | $32683.53     | 0.01%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57957.45     | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $190514.84    | 0.08%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                   | McKesson Corp.                                                                        | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99740.23     | 0.04%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                                   | Enbridge, Inc.                                                                        | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $39024.04     | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.                                          | Pepsico Singapore Financing I Pte. Ltd.                                               | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     40000 | PA      | $40382.90     | 0.02%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                             | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45316.19     | 0.02%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    575265 | PA      | $573644.18    | 0.23%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $323515.62    | 0.13%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61492.66     | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                            | Walt Disney Co. (The)                                                                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16212.33     | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418MYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32237 | PA      | $33329.30     | 0.01%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36210BBW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       215 | PA      | $217.74       | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43603.00     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34957.72     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                 | Berkshire Hathaway Finance Corp.                                                      | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93238.61     | 0.04%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17143.24     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                    | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21463.93     | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                 | AutoNation, Inc.                                                                      | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $21847.44     | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                      | Intel Corp.                                                                           | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50921.88     | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $793089.85    | 0.31%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CenterPoint Energy Houston Electric LLC                                               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40331.22     | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                 | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60251.57     | 0.02%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3254 | PA      | $3236.47      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45160.62     | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1003515.62   | 0.40%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A2N81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13176 | PA      | $12106.41     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104387.85    | 0.04%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                          | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44611.38     | 0.02%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    242000 | PA      | $199148.98    | 0.08%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147394 | PA      | $153117.31    | 0.06%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302671.88    | 0.12%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank (The)                                                     | Korea Development Bank (The)                                                          | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202184.90    | 0.08%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72293.76     | 0.03%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    191000 | PA      | $188046.76    | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37284 | PA      | $34613.12     | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                          | Republic Services, Inc.                                                               | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47782.07     | 0.02%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $405605.47    | 0.16%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                                                            | Rio Tinto Alcan, Inc.                                                                 | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $85669.92     | 0.03%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1082000 | PA      | $1095778.60   | 0.43%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                                                 | Mastercard, Inc.                                                                      | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24964.95     | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                  | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $18299.07     | 0.01%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128P7QT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20678 | PA      | $20810.09     | 0.01%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                  | Oncor Electric Delivery Co. LLC                                                       | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20120.00     | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24870.58     | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GLP Capital LP                                                                   | GLP Capital LP                                                                        | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25275.65     | 0.01%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                   | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17816.85     | 0.01%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25946.93     | 0.01%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47262 | PA      | $49076.88     | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138XQDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46851 | PA      | $45806.77     | 0.02%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | Province of British Columbia                                                          | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51501.37     | 0.02%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8346 | PA      | $7910.25      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                           | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15596.43     | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2017-C1, Class A4                                        | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $443888.64    | 0.18%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70758 | PA      | $71821.23     | 0.03%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $308781.25    | 0.12%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                              | Coca-Cola Co. (The)                                                                   | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49738.92     | 0.02%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43393 | PA      | $40882.72     | 0.02%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4137 | PA      | $4130.58      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                 | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43863.93     | 0.02%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172258 | PA      | $158954.35    | 0.06%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83244 | PA      | $85187.79     | 0.03%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263978 | PA      | $262726.82    | 0.10%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46069.90     | 0.02%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                    | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102710.08    | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    336000 | PA      | $338611.88    | 0.13%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $425351.95    | 0.17%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | Texas Department of Transportation State Highway Fund                                 | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102133.89    | 0.04%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34423.21     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     60000 | PA      | $62304.62     | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298PVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       658 | PA      | $688.55       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46556 | PA      | $43230.13     | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $564265.63    | 0.22%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88416 | PA      | $91797.20     | 0.04%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12414.67     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $203710.94    | 0.08%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                    | Netflix, Inc.                                                                         | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25514.81     | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                  | Starbucks Corp.                                                                       | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71676.63     | 0.03%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108970 | PA      | $114870.73    | 0.05%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54749 | PA      | $51834.23     | 0.02%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                     | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91618.45     | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38081.73     | 0.02%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32069.56     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25597.13     | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65599 | PA      | $61494.19     | 0.02%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E Recovery Funding LLC, Series A-2                                                 | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51432.94     | 0.02%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17549 | PA      | $17302.41     | 0.01%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128PYU36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7795 | PA      | $7732.72      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                   | Hewlett Packard Enterprise Co.                                                        | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19789.02     | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292GXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        80 | PA      | $83.83        | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $60806.06     | 0.02%             | 2055-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    511110 | PA      | $442592.12    | 0.18%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329000 | PA      | $333960.70    | 0.13%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                                   | Texas Natural Gas Securitization Finance Corp., Series A-2                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15409.82     | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                             | Emerson Electric Co.                                                                  | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37709.63     | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $345603.13    | 0.14%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                               | Reinsurance Group of America, Inc.                                                    | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26097.25     | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31400Q5F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1031 | PA      | $1078.71      | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | Children's Health System of Texas                                                     | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6017.31      | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283H5A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2343 | PA      | $2455.50      | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.                                                    | Treasury Repurchase Agreement                                                         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |    296062 | PA      | $296062.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132L5AB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125822 | PA      | $112925.34    | 0.04%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                                       | Visa, Inc.                                                                            | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46096.07     | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59783.05     | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $35389.71     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                                              | Suncor Energy, Inc.                                                                   | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7692.29      | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Texas Instruments, Inc.                                                          | Texas Instruments, Inc.                                                               | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32926.64     | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138W9RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30962 | PA      | $30376.41     | 0.01%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17515.89     | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9977 | PA      | $9458.91      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170123 | PA      | $139727.92    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series S-3                                                   | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     25000 | PA      | $28979.61     | 0.01%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149190 | PA      | $151269.69    | 0.06%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                          | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53333.12     | 0.02%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435814 | PA      | $378067.96    | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                | Merck & Co., Inc.                                                                     | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87150.93     | 0.03%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25321.72     | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74216.28     | 0.03%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $488281.25    | 0.19%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20784.48     | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                              | Cisco Systems, Inc.                                                                   | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43471.15     | 0.02%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138A2VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66175 | PA      | $65843.58     | 0.03%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                             | Honda Motor Co. Ltd.                                                                  | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $39191.26     | 0.02%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                         | John Deere Capital Corp.                                                              | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48618.62     | 0.02%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56258.99     | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                                          | DuPont de Nemours, Inc.                                                               | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19028.20     | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94814.21     | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | Blackstone Private Credit Fund                                                        | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48580.01     | 0.02%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                    | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22481.34     | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                                   | Wachovia Corp.                                                                        | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25785.11     | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260034 | PA      | $263948.43    | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJDR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6164 | PA      | $6424.82      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                               | Royalty Pharma plc                                                                    | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $28211.33     | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25169.53     | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36241KAD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8442 | PA      | $8796.67      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63980.83     | 0.03%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $683839.84    | 0.27%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50982.52     | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36178EAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52581 | PA      | $49259.91     | 0.02%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35910 | PA      | $35631.14     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | Yale University, Series 2020                                                          | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     26000 | PA      | $15865.86     | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36212U2B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       130 | PA      | $129.92       | 0.00%             | 2031-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181573 | PA      | $148731.35    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49718.71     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                        | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32058.66     | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13909 | PA      | $14358.22     | 0.01%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                       | Arizona Public Service Co.                                                            | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87775.18     | 0.03%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36201XR59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3622 | PA      | $3752.75      | 0.00%             | 2036-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128K4JE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18579 | PA      | $19309.09     | 0.01%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58610.54     | 0.02%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60241 | PA      | $61272.79     | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                  | Air Lease Corp.                                                                       | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46196.67     | 0.02%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93692 | PA      | $77012.88     | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                                     | Intuit, Inc.                                                                          | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15065.11     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29107.85     | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PacifiCorp                                                                            | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24416.25     | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230SME1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6605 | PA      | $6424.36      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $285328.12    | 0.11%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51324 | PA      | $46774.52     | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $659832.03    | 0.26%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128M9JG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39204 | PA      | $37418.08     | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25925 | PA      | $25086.23     | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                                      | Huntington Bancshares, Inc.                                                           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26244.83     | 0.01%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48276.09     | 0.02%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $381621.10    | 0.15%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25886.45     | 0.01%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15224 | PA      | $14710.62     | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74649.25     | 0.03%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72447 | PA      | $71808.18     | 0.03%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20473.83     | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC Multifamily Structured Pass-Through Certificates, Series K-1510, Class A3       | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $192464.24    | 0.08%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                         | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90423.15     | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115091 | PA      | $106643.10    | 0.04%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93006.87     | 0.04%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31283HV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2233 | PA      | $2334.99      | 0.00%             | 2033-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8260 | PA      | $7397.33      | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140F1T28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14529 | PA      | $14047.87     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | Prologis LP                                                                           | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30817.51     | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36291J4X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16203 | PA      | $17135.96     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                           | Home Depot, Inc. (The)                                                                | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38648.08     | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Blackstone Reg Finance Co. LLC                                                   | Blackstone Reg Finance Co. LLC                                                        | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15066.52     | 0.01%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58987 | PA      | $52877.65     | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | Phillips 66                                                                           | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61060.38     | 0.02%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     75000 | PA      | $73885.34     | 0.03%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36201NNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1412 | PA      | $1435.27      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37169.98     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                          | MPLX LP                                                                               | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8529.66      | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                      | Eaton Corp.                                                                           | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97998.93     | 0.04%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65035.12     | 0.03%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                       | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24367.14     | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                       | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206002.59    | 0.08%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36241KDF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9262 | PA      | $9762.49      | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | Kilroy Realty LP                                                                      | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46083.06     | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107239 | PA      | $99145.90     | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17225 | PA      | $17292.76     | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24842 | PA      | $24638.70     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                             | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25862.07     | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28382 | PA      | $28143.26     | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16584 | PA      | $16257.69     | 0.01%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                         | Marathon Petroleum Corp.                                                              | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24339.38     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31390UMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7132 | PA      | $7517.43      | 0.00%             | 2033-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34421 | PA      | $31393.09     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417GHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244186 | PA      | $226180.66    | 0.09%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                              | Regal Rexnord Corp.                                                                   | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52921.80     | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30949 | PA      | $27543.39     | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21558.98     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31297BX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14029 | PA      | $14704.61     | 0.01%             | 2034-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16452 | PA      | $16092.52     | 0.01%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8840 | PA      | $8337.33      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27269 | PA      | $28399.63     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36211CRU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1031 | PA      | $1046.30      | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | African Development Bank                                                              | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $203200.80    | 0.08%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $582479.49    | 0.23%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94559 | PA      | $77823.68     | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                      | ONEOK, Inc.                                                                           | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31787.35     | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36296XY32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9256 | PA      | $9589.61      | 0.00%             | 2039-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bell Canada (The)                                                                | Bell Canada                                                                           | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $8062.76      | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                               | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16259.27     | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26023.98     | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31294DEA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       229 | PA      | $239.83       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72439 | PA      | $70178.36     | 0.03%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                                                           | Sekisui House US, Inc.                                                                | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44328.30     | 0.02%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4233 | PA      | $4182.60      | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                      | United Parcel Service, Inc.                                                           | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48876.80     | 0.02%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128M9MM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73988 | PA      | $70510.67     | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62643 | PA      | $59723.19     | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | Telefonica Emisiones SA                                                               | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $112742.72    | 0.04%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | Burlington Northern Santa Fe LLC                                                      | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59442.18     | 0.02%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13788 | PA      | $12972.11     | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $300679.69    | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1015156.25   | 0.40%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals                                                           | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42328.57     | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250364.24    | 0.10%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                               | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46908.22     | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| BHP Billiton Finance USA Ltd.                                                    | BHP Billiton Finance USA Ltd.                                                         | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $48149.75     | 0.02%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111158 | PA      | $107431.77    | 0.04%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                           | Novartis Capital Corp.                                                                | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13186.71     | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                      | Southern California Gas Co.                                                           | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43953.10     | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                                        | Westinghouse Air Brake Technologies Corp.                                             | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20243.48     | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | Johnson Controls International plc                                                    | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $101831.38    | 0.04%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co., Series C                                             | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21658.13     | 0.01%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $217363.28    | 0.09%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                                        | Rio Tinto Finance USA plc                                                             | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $36630.65     | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24796.98     | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14898 | PA      | $13779.62     | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36213FVM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7281 | PA      | $7476.60      | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156180 | PA      | $150908.81    | 0.06%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622AADT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73021 | PA      | $67094.78     | 0.03%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | Kaiser Foundation Hospitals, Series 2021                                              | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10057.01     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $20511.16     | 0.01%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                                             | Ingersoll Rand, Inc.                                                                  | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10184.77     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co.                                                                  | Eli Lilly & Co.                                                                       | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30352.11     | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37567.09     | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2303 | PA      | $2232.17      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                        | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25171.86     | 0.01%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU Langone Hospitals                                                                 | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27756.94     | 0.01%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $289300.78    | 0.11%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132E0ZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285839 | PA      | $292266.95    | 0.12%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105738 | PA      | $90555.62     | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87477.05     | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82837.60     | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | Baylor Scott & White Holdings, Series 2021                                            | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13062.10     | 0.01%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                             | Otis Worldwide Corp.                                                                  | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39112.35     | 0.02%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HLB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       214 | PA      | $223.31       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $711094.14    | 0.28%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $208205.08    | 0.08%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                           | Blue Owl Capital Corp.                                                                | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18886.01     | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                   | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56589.03     | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                               | National Rural Utilities Cooperative Finance Corp.                                    | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49365.79     | 0.02%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23536 | PA      | $23614.46     | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74748 | PA      | $74874.60     | 0.03%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    432302 | PA      | $394444.66    | 0.16%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                                                    | UMBS, 30 Year, Single Family                                                          | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $232984.07    | 0.09%             | 2055-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24504.66     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $611187.50    | 0.24%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                 | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $133967.22    | 0.05%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                    | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25321.62     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The), Series J                                         | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23417.06     | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165602 | PA      | $154981.67    | 0.06%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                  | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19362.08     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $490605.47    | 0.19%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3517 | PA      | $3441.90      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65563 | PA      | $67243.93     | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                     | Canadian Pacific Railway Co.                                                          | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10266.26     | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25799.90     | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                          | Pfizer Investment Enterprises Pte. Ltd.                                               | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     70000 | PA      | $70731.86     | 0.03%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                               | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    250000 | PA      | $282049.89    | 0.11%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                   | Synopsys, Inc.                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25525.99     | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49352.03     | 0.02%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp.                                                             | Northern Trust Corp.                                                                  | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45667.66     | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47433 | PA      | $45737.05     | 0.02%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25918.75     | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33093.16     | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $95847.66     | 0.04%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354370 | PA      | $346935.66    | 0.14%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                                                      | Masco Corp.                                                                           | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10034.43     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11236 | PA      | $10239.18     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47384 | PA      | $43824.89     | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81675 | PA      | $74539.88     | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMware LLC                                                                            | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88426.69     | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46043.77     | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    414000 | PA      | $419627.81    | 0.17%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 159                                   | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $108057.41    | 0.04%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29681.78     | 0.01%             | 2027-06-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                     | American Honda Finance Corp.                                                          | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17579.65     | 0.01%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44921.01     | 0.02%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     92000 | PA      | $102063.90    | 0.04%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26262.39     | 0.01%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131963 | PA      | $122236.25    | 0.05%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                  | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25793.82     | 0.01%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                                                  | AstraZeneca plc                                                                       | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $62049.36     | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36225B2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8361 | PA      | $8672.19      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29507.91     | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $471601.56    | 0.19%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                                   | Takeda Pharmaceutical Co. Ltd.                                                        | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206144.69    | 0.08%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                              | EOG Resources, Inc.                                                                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24999.67     | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                                                      | Apple, Inc.                                                                           | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130638.02    | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36294QQT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5627 | PA      | $5840.36      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26192 | PA      | $25318.40     | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                        | Williams Cos., Inc. (The)                                                             | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48472.87     | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77466 | PA      | $71648.11     | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                    | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    135000 | PA      | $144591.75    | 0.06%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                              | Kinder Morgan, Inc.                                                                   | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23612.27     | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53747 | PA      | $49898.31     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31294DAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $157.74       | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292JBU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8627 | PA      | $8944.94      | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93722.01     | 0.04%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                            | Sumitomo Mitsui Financial Group, Inc.                                                 | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $79008.49     | 0.03%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                                                 | S&P Global, Inc.                                                                      | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19227.32     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29978 | PA      | $28064.79     | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | Ares Strategic Income Fund                                                            | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25167.72     | 0.01%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                    | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24735.00     | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FHLB                                                                             | FHLB                                                                                  | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    200000 | PA      | $220011.14    | 0.09%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118992 | PA      | $106595.97    | 0.04%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                              | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9581.34      | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                           | Dow Chemical Co. (The)                                                                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79118.12     | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                | Advocate Health & Hospitals Corp.                                                     | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17774.50     | 0.01%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66623.95     | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417GNU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63744 | PA      | $61854.59     | 0.02%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132524 | PA      | $137188.48    | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49140 | PA      | $46280.47     | 0.02%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | Asian Development Bank                                                                | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |     25000 | PA      | $25485.93     | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1995 | PA      | $2059.06      | 0.00%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                        | Toyota Motor Credit Corp.                                                             | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50569.87     | 0.02%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                     | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20565.36     | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $66812.50     | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $282089.06    | 0.11%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87417.32     | 0.03%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                     | Marriott International, Inc.                                                          | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25655.56     | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| State of Israel                                                                  | State of Israel Government Bond                                                       | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $196523.92    | 0.08%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $254214.84    | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                                         | Arthur J Gallagher & Co.                                                              | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24284.96     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45577.02     | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60279 | PA      | $55000.11     | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    393000 | PA      | $394443.05    | 0.16%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US Bancorp                                                                            | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26353.95     | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp.                                               | Grand Parkway Transportation Corp., Series B                                          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $17881.34     | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1283000 | PA      | $1289465.11   | 0.51%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                         | UnitedHealth Group, Inc.                                                              | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24966.13     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                                       | AerCap Ireland Capital DAC                                                            | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $193114.45    | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36292LR48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22730 | PA      | $23519.40     | 0.01%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    165000 | PA      | $187653.28    | 0.07%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    415710 | PA      | $429187.82    | 0.17%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $202441.41    | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | Enterprise Products Operating LLC                                                     | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28408.70     | 0.01%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | Chicago O'Hare International Airport, Series C                                        | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $31156.69     | 0.01%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36490 | PA      | $35879.87     | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                        | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33125.76     | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                             | Laboratory Corp. of America Holdings                                                  | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47524.56     | 0.02%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16955.15     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                            | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25335.75     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                          | Uber Technologies, Inc.                                                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30005.52     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50383.58     | 0.02%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50503.59     | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 312930XQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5708 | PA      | $6048.13      | 0.00%             | 2039-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21426.37     | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122553.86    | 0.05%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283068 | PA      | $240743.71    | 0.10%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                               | ConocoPhillips Co.                                                                    | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23693.27     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150306 | PA      | $137142.03    | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                            | International Business Machines Corp.                                                 | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98001.04     | 0.04%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54742.53     | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39256 | PA      | $37001.54     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                   | Westlake Corp.                                                                        | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31881.37     | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | State of Texas, Series A                                                              | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52073.22     | 0.02%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $470527.35    | 0.19%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25630.49     | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                     | San Diego Gas & Electric Co.                                                          | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32472.45     | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                                           | NXP BV                                                                                | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50467.61     | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                            | Westpac Banking Corp.                                                                 | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $49490.00     | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48600.38     | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3620A5J75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6231 | PA      | $6010.69      | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                                          | Golub Capital BDC, Inc.                                                               | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25376.82     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36241KDV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5710 | PA      | $5855.73      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31417GHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202695 | PA      | $187749.33    | 0.07%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15299.64     | 0.01%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19462.79     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39488.84     | 0.02%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                         | PNC Financial Services Group, Inc. (The)                                              | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40810.28     | 0.02%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489668 | PA      | $425344.20    | 0.17%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                           | 3M Co.                                                                                | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22841.46     | 0.01%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital SA                                                              | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $29827.06     | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36233.71     | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | International Bank for Reconstruction & Development                                   | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $50515.11     | 0.02%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24936 | PA      | $24397.19     | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $401375.00    | 0.16%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                      | Capital One Financial Corp.                                                           | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11796.37     | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36208QRW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       322 | PA      | $328.18       | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                                    | Ovintiv, Inc.                                                                         | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31461.05     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                             | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208859.38    | 0.08%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                                       | eBay, Inc.                                                                            | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41762.52     | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                           | Lincoln National Corp.                                                                | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     17000 | PA      | $13927.50     | 0.01%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41924.95     | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: —       |
| Consumers Energy Co.                                                             | Consumers Energy Co.                                                                  | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14217.79     | 0.01%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41877.10     | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QFMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407310 | PA      | $349352.18    | 0.14%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bond                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $249697.27    | 0.10%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67312 | PA      | $67893.62     | 0.03%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                            | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58319.93     | 0.02%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12811 | PA      | $11931.06     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | Kreditanstalt fuer Wiederaufbau                                                       | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     50000 | PA      | $50130.40     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6596 | PA      | $6652.94      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                | American Electric Power Co., Inc.                                                     | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42155.09     | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                                                | HSBC Holdings plc                                                                     | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205000.41    | 0.08%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $782050.78    | 0.31%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                    | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27285.13     | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24010.96     | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Republic of Chile                                                                | Republic of Chile                                                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $126680.00    | 0.05%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                  | Martin Marietta Materials, Inc.                                                       | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42170.76     | 0.02%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | Sixth Street Lending Partners                                                         | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15416.79     | 0.01%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                      | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25870.65     | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Campbell's Co. (The)                                                             | Campbell's Co. (The)                                                                  | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49939.98     | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | Bank of Montreal                                                                      | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51216.88     | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Hartford Insurance Group, Inc. (The)                                             | Hartford Insurance Group, Inc. (The)                                                  | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32251.27     | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17009 | PA      | $15554.22     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $472734.38    | 0.19%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44609.68     | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10521 | PA      | $9621.76      | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                                           | Keurig Dr Pepper, Inc.                                                                | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16371.88     | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                      | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178724.84    | 0.07%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    260000 | PA      | $165455.47    | 0.07%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151560 | PA      | $138021.38    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KeyCorp                                                                               | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79789.52     | 0.03%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    358000 | PA      | $357888.13    | 0.14%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $295593.75    | 0.12%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    247000 | PA      | $250434.84    | 0.10%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | Kimco Realty OP LLC                                                                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43405.97     | 0.02%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                                                       | Willis North America, Inc.                                                            | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50304.69     | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.55     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Oklahoma Gas and Electric Co.                                                    | Oklahoma Gas and Electric Co.                                                         | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31455.69     | 0.01%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                              | Bank of New York Mellon Corp. (The)                                                   | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21544.27     | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                    | MetLife, Inc.                                                                         | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23344.32     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Province of Ontario Canada                                                       | Province of Ontario                                                                   | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $59804.71     | 0.02%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21852.62     | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35854 | PA      | $30806.31     | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                       | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47078.59     | 0.02%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                                                       | Lear Corp.                                                                            | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    123000 | PA      | $122153.20    | 0.05%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander SA                                                                    | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200147.00    | 0.08%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58147 | PA      | $49568.17     | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                                                    | Walmart, Inc.                                                                         | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32015.32     | 0.01%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37086 | PA      | $33798.70     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                   | DTE Energy Co.                                                                        | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50844.11     | 0.02%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24830.17     | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122332 | PA      | $122694.93    | 0.05%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19208.38     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | President and Fellows of Harvard College                                              | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37446.95     | 0.01%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22283.05     | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos., Inc. (The)                                                    | Estee Lauder Cos., Inc. (The)                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10002.02     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                                                   | Thermo Fisher Scientific, Inc.                                                        | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61452.14     | 0.02%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                  | Virginia Electric and Power Co.                                                       | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19281.76     | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36490.55     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Union Pacific Corp.                                                              | Union Pacific Corp.                                                                   | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23512.44     | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                        | APA Corp.                                                                             | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25457.69     | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                           | Truist Financial Corp.                                                                | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40517.41     | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                   | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15367.82     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151907.21    | 0.06%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | Federal Realty OP LP                                                                  | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19174.15     | 0.01%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                   | Ford Motor Co.                                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52308.11     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87897 | PA      | $89355.68     | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $812562.50    | 0.32%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36181GDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89867 | PA      | $82804.53     | 0.03%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                          | Waste Connections, Inc.                                                               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58864.97     | 0.02%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| FNMA or FHLMC                                                                    | UMBS, 15 Year, Single Family                                                          | CUSIP: 01F0404B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $147606.54    | 0.06%             | 2040-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | FNMA                                                                                  | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     80000 | PA      | $70240.72     | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81112.22     | 0.03%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480922 | PA      | $414837.73    | 0.16%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                 | Omega Healthcare Investors, Inc.                                                      | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50165.21     | 0.02%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                | Philip Morris International, Inc.                                                     | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30921.66     | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158579 | PA      | $162342.89    | 0.06%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4138 | PA      | $4121.55      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                        | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104328.60    | 0.04%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership LP                                        | Invitation Homes Operating Partnership LP                                             | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41654.92     | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $286406.25    | 0.11%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $194531.25    | 0.08%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                            | Nomura Holdings, Inc.                                                                 | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $195451.18    | 0.08%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ArcelorMittal SA                                                                      | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25997.76     | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                      | Toronto-Dominion Bank (The)                                                           | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25496.50     | 0.01%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | Inter-American Development Bank                                                       | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |     50000 | PA      | $43718.56     | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                       | Ameriprise Financial, Inc.                                                            | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25557.33     | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35486 | PA      | $34597.49     | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42058 | PA      | $44140.67     | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | Eversource Energy                                                                     | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32688.29     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                         | Bristol-Myers Squibb Co.                                                              | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49749.84     | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88478 | PA      | $85525.86     | 0.03%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36230RZC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81756 | PA      | $78867.52     | 0.03%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CubeSmart LP                                                                          | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37728.74     | 0.01%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36212BF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3918 | PA      | $4091.82      | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary                                                                          | Hungary Government Bond                                                               | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     26000 | PA      | $31331.54     | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $444216.80    | 0.18%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | Johnson & Johnson                                                                     | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63732.83     | 0.03%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40706.29     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66577.91     | 0.03%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Revvity, Inc.                                                                    | Revvity, Inc.                                                                         | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47931.86     | 0.02%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138AXA92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44590 | PA      | $44683.67     | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10385.09     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                              | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19694.15     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                  | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78664.09     | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                       | Travelers Cos., Inc. (The)                                                            | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15315.77     | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7495 | PA      | $6937.10      | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $392890.62    | 0.16%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19276.65     | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                     | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43856.41     | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                            | Lockheed Martin Corp.                                                                 | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8162.46      | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                      | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99205.88     | 0.04%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200987.01    | 0.08%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200M2V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20452 | PA      | $21137.28     | 0.01%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261163 | PA      | $223158.02    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97303.68     | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                     | Target Corp.                                                                          | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19921.79     | 0.01%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158345 | PA      | $140754.85    | 0.06%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | Canadian Imperial Bank of Commerce                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20682.51     | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                          | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49065.65     | 0.02%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132QL4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3239 | PA      | $3141.53      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $590484.37    | 0.23%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortis, Inc.                                                                     | Fortis, Inc.                                                                          | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98984.73     | 0.04%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138MBKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182156 | PA      | $178237.90    | 0.07%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1218522.65   | 0.48%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                    | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26729.23     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                          | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25753.02     | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15894 | PA      | $14979.14     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24683 | PA      | $22572.22     | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                 | DTE Electric Co.                                                                      | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63815.04     | 0.03%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122791 | PA      | $101061.40    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $251953.13    | 0.10%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                 | McDonald's Corp.                                                                      | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7472.21      | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                                                     | ING Groep NV                                                                          | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199422.13    | 0.08%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36292L4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3625 | PA      | $3688.26      | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                     | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38766.78     | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                             | PPG Industries, Inc.                                                                  | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95094.60     | 0.04%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41389 | PA      | $41653.57     | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1174681.25   | 0.47%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                | Cigna Group (The)                                                                     | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29447.65     | 0.01%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51581 | PA      | $47475.44     | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                | Lowe's Cos., Inc.                                                                     | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25156.42     | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25746.06     | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36210A4V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       130 | PA      | $133.99       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 31419HCW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67 | PA      | $66.35        | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | New Jersey Economic Development Authority                                             | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    150000 | PA      | $157295.67    | 0.06%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series A                                     | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     43000 | PA      | $47330.50     | 0.02%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292GTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $68.61        | 0.00%             | 2027-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $211517.58    | 0.08%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | Mercedes-Benz Finance North America LLC                                               | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $59518.03     | 0.02%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36200M6L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7291 | PA      | $7500.40      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191892 | PA      | $157929.93    | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65639 | PA      | $68049.59     | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $384031.25    | 0.15%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $235292.97    | 0.09%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38790 | PA      | $36911.52     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40152 | PA      | $38288.06     | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $96450.00     | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109397.63    | 0.04%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                                                             | Vulcan Materials Co.                                                                  | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25579.61     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                     | Santander Holdings USA, Inc.                                                          | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100119.56    | 0.04%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                               | Brown-Forman Corp.                                                                    | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20271.95     | 0.01%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39752 | PA      | $40754.20     | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15260 | PA      | $14994.11     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                               | Ares Capital Corp.                                                                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28564.82     | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31292HQX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       287 | PA      | $294.85       | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                       | Constellation Brands, Inc.                                                            | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46860.02     | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $205953.12    | 0.08%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                             | GNMA                                                                                  | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100322 | PA      | $88994.19     | 0.04%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1297359.38   | 0.51%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                               | American International Group, Inc.                                                    | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8992.06      | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                          | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78604.31     | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                             | UMBS                                                                                  | CUSIP: 3140J8LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38676 | PA      | $36546.44     | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                       | UMBS                                                                                  | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26184 | PA      | $23455.71     | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60909.10     | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                              | Realty Income Corp.                                                                   | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24878.48     | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $709488.28    | 0.28%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24753.08     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                   | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1235546.88   | 0.49%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                   | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $354414.06    | 0.14%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                        | Consolidated Edison Co. of New York, Inc.                                             | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72149.88     | 0.03%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58384.18     | 0.02%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                                                             | Kimberly-Clark Corp.                                                                  | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16879.84     | 0.01%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                            | FHLMC                                                                                 | CUSIP: 31298YAM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       223 | PA      | $233.60       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

**Name of Applicant:** Nationwide Mutual Funds

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer