# EDGAR Filing Document

**Accession Number:** 0000702340
**File Stem:** 0001752724-23-035763
**Filing Date:** 2023-2
**Character Count:** 56025
**Document Hash:** 79fbbc7f0f44024738068c2ae6417eae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035763.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035763

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PENN SERIES FUNDS INC
- **CENTRAL INDEX KEY:** 0000702340
- **IRS NUMBER:** 232209178
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03459
- **FILM NUMBER:** 23657512

**BUSINESS ADDRESS:**
- **STREET 1:** 600 DRESHER RD
- **STREET 2:** C3D
- **CITY:** HORSHAM
- **STATE:** PA
- **ZIP:** 19044
- **BUSINESS PHONE:** (215) 956-8835

**MAIL ADDRESS:**
- **STREET 1:** 600 DRESHER ROAD
- **STREET 2:** C3D
- **CITY:** HORSHAM
- **STATE:** PA
- **ZIP:** 19044

## Series and Classes Contracts Data

### Limited Maturity Bond Fund (Series ID: S000006723)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000018286 | Limited Maturity Bond Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Penn Series Funds Inc

- **b. Investment Company Act file number:** 811-03459

- **c. CIK number of Registrant:** 0000702340

- **d. LEI of Registrant:** 549300GLJSCMRCVZWX45

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

  - **Street Address 1:** 600 Dresher Road

  - **City:** Horsham

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19044

  - **Telephone number:** 215-956-8000

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

- **a. Name of Series:** Penn Series Limited Maturity Bond Fund

- **b. EDGAR series identifier (if any):** S000006723

- **c. LEI of Series:** 4PEJU9I40YGN3EB70B53

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

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

- **b. Date as of which information is reported:** 2022-12-30

**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:** $223941934.16

**Total Liabilities:** $200273.46

**Net Assets:** $223741660.70

**Cash Not Reported:** $307498.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 591.94537000 | **1-Year:** 19059.86997000 | **5-Year:** 30524.10210000 | **10-Year:** 10875.95340000 | **30-Year:** 0.00000000

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

- **3-Month:** 96.21887000 | **1-Year:** 1985.60942000 | **5-Year:** 554.57654000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018286 | -0.63%               | 0.79%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-58987.31               | $-1802771.03                               |
| Month 2  | $33704.73                | $899222.08                                 |
| Month 3  | $-84049.20               | $629050.05                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOEING CO                                   | Boeing Co/The                                                         | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495348.25   | 1.12%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co LLC                                              | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2032144.07   | 0.91%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                        | WR Grace Holdings LLC                                                 | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970000.00   | 0.88%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                 | Visio 2020-1R Trust                                                   | CUSIP: 92837MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2045365.50   | 0.91%             | 2055-11-25      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2017-3                                       | CUSIP: 46647SBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2945553 | PA      | $2509045.48   | 1.12%             | 2047-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                   | Anchorage Capital CLO 2013-1 Ltd                                      | CUSIP: 033292AS2<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |   2830000 | PA      | $2761349.86   | 1.23%             | 2030-10-13      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust               | Citigroup Mortgage Loan Trust 2014-J1                                 | CUSIP: 17322NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593917 | PA      | $527211.64    | 0.24%             | 2044-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2016-B                               | CUSIP: 78449GAC3<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |   1621556 | PA      | $1609758.62   | 0.72%             | 2032-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Trust 2021-PJ7                          | CUSIP: 36262CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4192632 | PA      | $3599278.57   | 1.61%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                       | Tenet Healthcare Corp                                                 | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1456885.64   | 0.65%             | 2024-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                      | Zimmer Biomet Holdings Inc                                            | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1395229.01   | 0.62%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                                  | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1957628.42   | 0.87%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XIV Ltd                                                  | CUSIP: 89641QAJ9<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1930590.00   | 0.86%             | 2034-01-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                     | American Electric Power Co Inc                                        | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2411246.58   | 1.08%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                             | SBA Tower Trust                                                       | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2200858.25   | 0.98%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                      | CNH Industrial Capital LLC                                            | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2211566.56   | 0.99%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Loan Trust 2015-A                           | CUSIP: 63939EAD5<br>LEI: 549300YZ4ZMNDBNO4U12 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1497217.80   | 0.67%             | 2030-11-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                  | VMware Inc                                                            | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1396356.66   | 0.62%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                         | BHMS 2018-ATLS                                                        | CUSIP: 05549GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1894246.40   | 0.85%             | 2035-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2019-INV3                                  | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1678010 | PA      | $1576056.47   | 0.70%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                 | Phillips 66                                                           | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912599.82   | 0.85%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                    | Warnermedia Holdings Inc                                              | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1427424.12   | 0.64%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp Trust 2018-HULA                           | CUSIP: 36259AAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1829545 | PA      | $1769739.91   | 0.79%             | 2025-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                   | Towd Point Mortgage Trust 2020-4                                      | CUSIP: 89179JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $1756965.06   | 0.79%             | 2060-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings CLO Ltd 2017-I                                                | CUSIP: 06760BAE2<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1470952.50   | 0.66%             | 2029-07-18      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2019-INV2 Trust                                                   | CUSIP: 67112VAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268939 | PA      | $251803.11    | 0.11%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust               | ECMC Group Student Loan Trust                                         | CUSIP: 26829XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509067 | PA      | $1313357.83   | 0.59%             | 2069-07-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                      | SLM Student Loan Trust 2014-2                                         | CUSIP: 78448GAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4069981 | PA      | $3923677.48   | 1.75%             | 2055-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2016-K53 Mortgage Trust                                         | CUSIP: 30288LAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3220000 | PA      | $3046599.46   | 1.36%             | 2049-03-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA Inc                                                      | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1443495.33   | 0.65%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                   | Qorvo Inc                                                             | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1381425.00   | 0.62%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                   | Boeing Co/The                                                         | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494238.32   | 0.67%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                                      | CUSIP: 912828T26<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1756125.00   | 0.78%             | 2023-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                     | GSK Consumer Healthcare Capital UK PLC                                | CUSIP: 36264NAB0<br>LEI: 5493004B26DRJNN0OV17 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1427521.73   | 0.64%             | 2025-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                        | Parker-Hannifin Corp                                                  | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468246.53   | 0.66%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm Inc                                                         | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521606.41   | 0.68%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                         | Gilead Sciences Inc                                                   | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1088884.92   | 0.49%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                         | COMM 2014-CCRE20 Mortgage Trust                                       | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2478833 | PA      | $2363418.45   | 1.06%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Babson CLO Ltd 2014-I                                                 | CUSIP: 05618DAG9<br>LEI: 549300SCEOLR3BTPYX35 | Long             | ABS-CBDO         | CORP              | KY        |    683690 | PA      | $683219.91    | 0.31%             | 2025-07-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust 2019-MAUI                | Hawaii Hotel Trust 2019-MAUI                                          | CUSIP: 41975AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1435990.80   | 0.64%             | 2038-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2015-K44 Mortgage Trust                                         | CUSIP: 30292NAG8<br>LEI: 549300OFE1DNC7KO4K57 | Long             | ABS-MBS          | CORP              | US        |   3675000 | PA      | $3498106.45   | 1.56%             | 2048-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                              | TD SYNNEX Corp                                                        | CUSIP: 87162WAD2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1392658.04   | 0.62%             | 2024-08-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage               | Citigroup Commercial Mortgage Trust 2018-TBR                          | CUSIP: 17326MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $952298.10    | 0.43%             | 2036-12-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                      | Sequoia Mortgage Trust 2021-5                                         | CUSIP: 81748XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2391536 | PA      | $2009729.29   | 0.90%             | 2051-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae REMICS                                                     | CUSIP: 3136AA6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1546995 | PA      | $1313475.59   | 0.59%             | 2042-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2021-E                      | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973454 | PA      | $2493946.10   | 1.11%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2381702.93   | 1.06%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                   | Ball Corp                                                             | CUSIP: 058498AS5<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2205267.82   | 0.99%             | 2023-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                        | Niagara Mohawk Power Corp                                             | CUSIP: 65364UAK2<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1922238.42   | 0.86%             | 2024-10-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                            | Georgia Power Co                                                      | CUSIP: 373334KM2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1868272.74   | 0.84%             | 2023-07-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                                   | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1446798.45   | 0.65%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| FIRST MARYLAND CAPTL II                     | First Maryland Capital II                                             | CUSIP: 32082CAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3235490.58   | 1.45%             | 2027-02-01      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW US Capital LLC                                                    | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498818.04    | 0.22%             | 2023-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO | BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   3214269 | NS      | $3214268.55   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese US Holdings LLC                                              | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500115.04   | 0.67%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications Inc                                            | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1123330.11   | 0.50%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                           | State Street Corp                                                     | CUSIP: 857477AX1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3805000 | PA      | $3473390.90   | 1.55%             | 2028-05-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                           | CUSIP: 912796YJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $483106.60    | 0.22%             | 2023-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM XI Ltd                                                           | CUSIP: 67109UAU6<br>LEI: 5493009CITK5BZZY6417 | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2216452.50   | 0.99%             | 2030-10-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                | Stryker Corp                                                          | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1440579.48   | 0.64%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2015-K46 Mortgage Trust                                         | CUSIP: 30292RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1665938.05   | 0.74%             | 2048-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                     | Simon Property Group LP                                               | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958333.19    | 0.43%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Tru              | Vista Point Securitization Trust 2020-1                               | CUSIP: 92838WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2537971.24   | 1.13%             | 2065-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                              | CUSIP: 92840VAK8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469775.00   | 0.66%             | 2024-05-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2              | BX Commercial Mortgage Trust 2019-XL                                  | CUSIP: 056054AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1252524.94   | 0.56%             | 2036-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Loan Trust 2015-B                           | CUSIP: 63939KAC3<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |   1873837 | PA      | $1846585.85   | 0.83%             | 2040-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2021-FL6 Issuer Ltd                                             | CUSIP: 05601HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2348326.25   | 1.05%             | 2036-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2020-INV1                                  | CUSIP: 92537TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1103312.28   | 0.49%             | 2060-03-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                  | Sprint LLC                                                            | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028210.00   | 0.91%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ECMC Group Student Loan Trust               | ECMC Group Student Loan Trust 2018-2                                  | CUSIP: 26829GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2976100 | PA      | $2832722.45   | 1.27%             | 2068-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| First Eagle BSL CLO LLC                     | First Eagle BSL CLO 2019-1 Ltd                                        | CUSIP: 32010FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1451935.50   | 0.65%             | 2033-01-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                            | Ocean Trails CLO V                                                    | CUSIP: 67515EAR7<br>LEI: 549300RX29DPTX81VW10 | Long             | ABS-CBDO         | CORP              | KY        |   1965831 | PA      | $1920966.94   | 0.86%             | 2031-10-13      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                      | Pacific Gas and Electric Co                                           | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1393922.58   | 0.62%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                        | Gallatin CLO IX 2018-1 Ltd                                            | CUSIP: 36361WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1950746.00   | 0.87%             | 2028-01-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO V-R LTD                                               | CUSIP: 83607EAC6<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1412890.50   | 0.63%             | 2031-07-18      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2014-K37 Mortgage Trust                                         | CUSIP: 35563BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2491773.05   | 1.11%             | 2047-01-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | CBOT US Long Bond                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -25 | NC      | $-635.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy Inc                                                | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988356.46    | 0.44%             | 2024-05-13      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp                                                     | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1757520.11   | 0.79%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                          | BSPRT 2021-FL6 Issuer Ltd                                             | CUSIP: 05601HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2200000 | PA      | $2137270.52   | 0.96%             | 2036-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                          | Shackleton 2013-III CLO Ltd                                           | CUSIP: 81881QAS5<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |   1491834 | PA      | $1473219.04   | 0.66%             | 2030-07-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Student Loan Trust 2016-5                                     | CUSIP: 63939QAA4<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   4338968 | PA      | $4204204.15   | 1.88%             | 2065-06-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Refi Loan Trust 2020-E                      | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1856729 | PA      | $1671666.86   | 0.75%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                   | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964950.00   | 0.88%             | 2024-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2021-C                               | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2539000 | PA      | $2175246.36   | 0.97%             | 2053-01-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                         | Sherwin-Williams Co/The                                               | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2219162.27   | 0.99%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO VIII Ltd                                  | CUSIP: 08180XAN2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2465980.00   | 1.10%             | 2031-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | ASSURANT CLO LTD                                                      | CUSIP: 04623TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2359094.40   | 1.05%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp              | AMMC CLO 16 Ltd                                                       | CUSIP: 00176JBB1<br>LEI: 549300I1YCI83LUUYL82 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1926378.00   | 0.86%             | 2029-04-14      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                       | Coca-Cola Europacific Partners PLC                                    | CUSIP: 19123MAE3<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1644193.81   | 0.73%             | 2024-05-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2017-K727 Mortgage Trust                                        | CUSIP: 30304BAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3332796.60   | 1.49%             | 2024-07-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                                      | CUSIP: 949746TF8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2928133.62   | 1.31%             | 2027-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                    | Volkswagen Group of America Finance LLC                               | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990164.90    | 0.44%             | 2023-11-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Tr              | Bunker Hill Loan Depositary Trust 2020-1                              | CUSIP: 12062RAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2042120.03   | 0.91%             | 2055-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Private Education Loan Trust 2014-A                           | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |   1499000 | PA      | $1483388.66   | 0.66%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                    | Angel Oak Mortgage Trust 2020-1                                       | CUSIP: 03464RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690411 | PA      | $639141.41    | 0.29%             | 2059-12-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                         | Southern California Edison Co                                         | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2662686.90   | 1.19%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                    | EQT Corp                                                              | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493728.88   | 0.67%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVI, Ltd.              | Crestline Denali CLO XVI Ltd                                          | CUSIP: 22615EAA8<br>LEI: 2549008AB2W065F6TK51 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2947176.00   | 1.32%             | 2030-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                            | Hewlett Packard Enterprise Co                                         | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433097.35   | 0.64%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P              | Freddie Mac Multifamily Structured Pass Through Certificates          | CUSIP: 3137FHQ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14500000 | PA      | $883418.30    | 0.39%             | 2025-08-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                         | JFIN CLO 2017-II Ltd                                                  | CUSIP: 46593CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1645664 | PA      | $1616132.39   | 0.72%             | 2029-09-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Educational Services of Americ              | Edsouth Indenture No 4 LLC                                            | CUSIP: 281377AA9<br>LEI: 549300THA72R9RFIQF92 | Long             | ABS-O            | USGSE             | US        |   2060726 | PA      | $1995700.17   | 0.89%             | 2029-02-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                     | Flagstar Mortgage Trust 2020-2                                        | CUSIP: 33851KAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415027 | PA      | $1164814.27   | 0.52%             | 2050-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                        | Signal Peak CLO 6 Ltd                                                 | CUSIP: 56846JAC2<br>LEI: 635400KXLUW2OKDQXA20 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1944972.00   | 0.87%             | 2031-07-28      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                      | Skyworks Solutions Inc                                                | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470309.20   | 0.66%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1291851.07   | 0.58%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se              | Wells Fargo Mortgage Backed Securities 2020-2 Trust                   | CUSIP: 95002QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288284 | PA      | $1071628.60   | 0.48%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                  | Navient Student Loan Trust 2018-1                                     | CUSIP: 63940DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68333 | PA      | $68284.66     | 0.03%             | 2067-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru              | SMB Private Education Loan Trust 2015-C                               | CUSIP: 78448RAD8<br>LEI: 549300GD7VLLBVPDNJ81 | Long             | ABS-O            | CORP              | US        |    964268 | PA      | $965065.68    | 0.43%             | 2032-08-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XII Ltd                                                  | CUSIP: 89641GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1454994.00   | 0.65%             | 2033-04-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                        | FREMF 2013-K35 Mortgage Trust                                         | CUSIP: 30291VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2260000 | PA      | $2227921.56   | 1.00%             | 2046-12-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                    | Cintas Corp No 2                                                      | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1694441.82   | 0.76%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co Inc                                       | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1545645.34   | 0.69%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 5 YEAR TREASURY NOTE                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       180 | NC      | $1074.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunker Hill Loan Depositary Tr              | Bunker Hill Loan Depositary Trust 2019-2                              | CUSIP: 12061RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995797 | PA      | $1843537.46   | 0.82%             | 2049-07-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-6                                       | CUSIP: 46651BAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2993862 | PA      | $2553735.71   | 1.14%             | 2049-12-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                    | JP Morgan Mortgage Trust 2019-9                                       | CUSIP: 46651YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305029 | PA      | $1123646.81   | 0.50%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                             | Hanesbrands Inc                                                       | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452791.43   | 0.65%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                           | General Mills Inc                                                     | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504170.17   | 0.67%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2019-INV2                                  | CUSIP: 92537HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189453 | PA      | $1145964.70   | 0.51%             | 2059-07-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                    | Stanley Black & Decker Inc                                            | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1420028.27   | 0.63%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | 2 YEAR US TREASURY NOTE                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        90 | NC      | $20228.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Steele Creek CLO Ltd                        | Steele Creek CLO 2014-1 Ltd                                           | CUSIP: 85816WAE4<br>LEI: 549300ZMV389HVGL0K94 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1195205.00   | 0.53%             | 2031-04-21      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                             | PerkinElmer Inc                                                       | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927522.12    | 0.41%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities               | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                     | CUSIP: 36258WAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384457 | PA      | $1107844.32   | 0.50%             | 2050-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                        | OneMain Finance Corp                                                  | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1758641.61   | 0.79%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Penn Series Funds Inc

**Signature:** Steven Viola

**Name of Signer:** Steven Viola

**Title:** Treasurer