# EDGAR Filing Document

**Accession Number:** 0000746687
**File Stem:** 0001752724-25-211095
**Filing Date:** 2025-8
**Character Count:** 406658
**Document Hash:** e64fef14f53171c506c1710392ccce4f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211095.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211095

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET VARIABLE INSURANCE SERIES FUNDS INC
- **CENTRAL INDEX KEY:** 0000746687

**ORGANIZATION NAME:**
- **EIN:** 541278621
- **STATE OF INCORPORATION:** VA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04041
- **FILM NUMBER:** 251270086

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 8002420134

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $10372360.57

**Total Liabilities:** $1514868.74

**Net Assets:** $8857491.83

**Cash Not Reported:** $2590.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6.14000000 | **1-Year:** -190.49000000 | **5-Year:** -537.38000000 | **10-Year:** -660.84000000 | **30-Year:** -452.33000000

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

- **3-Month:** -0.42000000 | **1-Year:** -7.39000000 | **5-Year:** 277.99000000 | **10-Year:** -9.43000000 | **30-Year:** -3.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004445 | 0.41%                | -1.01%               | 1.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2169.20                | $-1029.41                                  |
| Month 2  | $-10917.89               | $-79771.32                                 |
| Month 3  | $-12794.68               | $123805.50                                 |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MetLife Inc                                      | MetLife Inc                                                                                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3559.24      | 0.04%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406MUE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1125 | PA      | $1170.96      | 0.01%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31398NDD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1440 | PA      | $135.87       | 0.00%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5058.85      | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6796.56      | 0.08%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                               | CUSIP: 3133KGXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156603 | PA      | $138319.60    | 1.56%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      2000 | PA      | $1779.44      | 0.02%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                            | Time Warner Cable LLC                                                                          | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3099.15      | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      2000 | PA      | $1862.76      | 0.02%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2994.66      | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                             | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3846.76      | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                           | Boardwalk Pipelines LP                                                                         | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2022.08      | 0.02%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                                 | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1958.13      | 0.02%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2354.13      | 0.03%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3072.57      | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                     | NNN REIT Inc                                                                                   | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |      2000 | PA      | $1994.06      | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                       | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2931.18      | 0.03%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405ET62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        67 | PA      | $70.59        | 0.00%             | 2034-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       673 | PA      | $689.91       | 0.01%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1739.08      | 0.02%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp                                                                             | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17213.52     | 0.19%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5070.50      | 0.06%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1976.66      | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | Emerson Electric Co                                                                            | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1255.64      | 0.01%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                          | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2039.10      | 0.02%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403ALU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2364 | PA      | $2452.67      | 0.03%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2736.90      | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      3000 | PA      | $2192.37      | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                                         | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      4000 | PA      | $3533.12      | 0.04%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     81111 | PA      | $73027.88     | 0.82%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1551.48      | 0.02%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2878.83      | 0.03%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36216 | PA      | $33452.60     | 0.38%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2930.94      | 0.03%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2346.93      | 0.03%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.24      | 0.02%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                 | Berry Global Inc                                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1999.92      | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                                                           | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $684.81       | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1910 | PA      | $1994.49      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402ESH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       161 | PA      | $166.66       | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                         | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1652.78      | 0.02%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3772.00      | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1756.92      | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406D5L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       534 | PA      | $556.10       | 0.01%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1476.42      | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1750.52      | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                           | BP Capital Markets PLC                                                                         | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $4947.60      | 0.06%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                                            | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2979.54      | 0.03%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings Inc                                                                       | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30218.88     | 0.34%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                                                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1857.32      | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31418NXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4485 | PA      | $4472.67      | 0.05%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13177.06     | 0.15%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1615.86      | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                                           | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2881.26      | 0.03%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                         | Florida Power & Light Co                                                                       | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3400.88      | 0.04%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406FGM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       978 | PA      | $1017.69      | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM Inc                                                                                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1692.10      | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                         | Medtronic Global Holdings SCA                                                                  | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $9885.40      | 0.11%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3070.71      | 0.03%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2207 | PA      | $2324.03      | 0.03%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of California                              | CALIFORNIA ST                                                                                  | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15244.02     | 0.17%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                                           | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7526.33      | 0.08%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2858.37      | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1535.26      | 0.02%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1960.42      | 0.02%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2213.43      | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $3954.20      | 0.04%             | 2031-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250968 | PA      | $259081.80    | 2.93%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                           | Indiana Michigan Power Co                                                                      | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1965.24      | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                                  | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2010.39      | 0.02%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                                                                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4910.80      | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3493.40      | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                            | The Campbell's Company                                                                         | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5077.50      | 0.06%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1780.64      | 0.02%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                                    | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2560.44      | 0.03%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2054.50      | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28569.64     | 0.32%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1979.82      | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1566.70      | 0.02%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                               | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2386.14      | 0.03%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                            | Molson Coors Beverage Co                                                                       | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1595.58      | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31397L3N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1893 | PA      | $158.74       | 0.00%             | 2038-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200MRA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4453 | PA      | $4650.50      | 0.05%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6009.24      | 0.07%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4830.25      | 0.05%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5114.35      | 0.06%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296MJA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1381 | PA      | $1434.55      | 0.02%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                              | Meritage Homes Corp                                                                            | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10608.29     | 0.12%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JPF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2463 | PA      | $2558.50      | 0.03%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2530.53      | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3081.70      | 0.03%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                  | Nevada Power Co                                                                                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3052.80      | 0.03%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2164.35      | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2018-BNK15                                                                                | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66000 | PA      | $65822.14     | 0.74%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2965.52      | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36202U2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1143 | PA      | $1190.77      | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404KLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1072 | PA      | $1115.74      | 0.01%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                    | ArcelorMittal SA                                                                               | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $8983.17      | 0.10%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1745.34      | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2961.78      | 0.03%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31411UL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       285 | PA      | $289.92       | 0.00%             | 2037-04-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2492.43      | 0.03%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5558.40      | 0.06%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                   | Halliburton Co                                                                                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1770.14      | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd                                                                       | CUSIP: 03835VAF3<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      3000 | PA      | $2272.14      | 0.03%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3003.96      | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2406.66      | 0.03%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                | Hormel Foods Corp                                                                              | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2667.66      | 0.03%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                                    | CUSIP: 61764XBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       837 | PA      | $0.68         | 0.00%             | 2048-03-15      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                         | Apollo Debt Solutions BDC                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5215.80      | 0.06%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1997.06      | 0.02%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                          | Transcontinental Gas Pipe Line Co LLC                                                          | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1981.26      | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5102.90      | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      2000 | PA      | $1996.46      | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                           | CenterPoint Energy Inc                                                                         | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2677.50      | 0.03%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                                               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2218.95      | 0.03%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2694.03      | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                               | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11220.66     | 0.13%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Government National Mortgage Association                                                       | CUSIP: 38384NTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159926 | PA      | $4940.63      | 0.06%             | 2064-05-20      | Floating      | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31388LP61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       188 | PA      | $190.85       | 0.00%             | 2031-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                          | AEP Transmission Co LLC                                                                        | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2898.72      | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                                        | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2085.27      | 0.02%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                              | Carrier Global Corp                                                                            | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2790.69      | 0.03%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KY30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       735 | PA      | $791.54       | 0.01%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7900.32      | 0.09%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                              | Emera US Finance LP                                                                            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2636.73      | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                        | Mylan Inc                                                                                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2380.38      | 0.03%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31292HAJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $66.83        | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407CRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       563 | PA      | $572.06       | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2989.84      | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | Advanced Micro Devices Inc                                                                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2509.80      | 0.03%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                       | PacifiCorp                                                                                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2113.52      | 0.02%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1930.02      | 0.02%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1967.80      | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38356 | PA      | $34396.14     | 0.39%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                       | Masco Corp                                                                                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1957.38      | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $2133.48      | 0.02%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3000 | PA      | $2401.11      | 0.03%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                        | ONEOK Inc                                                                                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.28      | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                   | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1967.22      | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405KHN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        98 | PA      | $100.03       | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7724 | PA      | $7990.03      | 0.09%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1598.82      | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400SE39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       661 | PA      | $698.51       | 0.01%             | 2033-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88270 | PA      | $76354.79     | 0.86%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2451.78      | 0.03%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406ST37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1692 | PA      | $1761.56      | 0.02%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                              | Block Financial LLC                                                                            | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2827.83      | 0.03%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1761.72      | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1879.10      | 0.02%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J M Smucker Co/The                                                                             | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3181.35      | 0.04%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5012.55      | 0.06%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GS1                                                          | CUSIP: 36252AAK2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $19885.70     | 0.22%             | 2048-11-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                                    | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |      3000 | PA      | $2994.51      | 0.03%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390L6T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       138 | PA      | $145.42       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1183.70      | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1733.98      | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                                    | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      2000 | PA      | $1979.60      | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                                                                | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1785.28      | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    166000 | PA      | $167569.22    | 1.89%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2970.87      | 0.03%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2582.92      | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1849.17      | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                                            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1360.50      | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2899.11      | 0.03%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1854.60      | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     93000 | PA      | $60915.00     | 0.69%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2776.74      | 0.03%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                | Travelers Cos Inc/The                                                                          | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2390.04      | 0.03%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RLM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2406 | PA      | $2446.13      | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1967.20      | 0.02%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                     | CD 2019-CD8 Mortgage Trust                                                                     | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63000 | PA      | $58404.03     | 0.66%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    519009 | PA      | $430385.62    | 4.86%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                         | Memorial Sloan-Kettering Cancer Center                                                         | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3980.25      | 0.04%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                          | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2466.84      | 0.03%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                  | Tyson Foods Inc                                                                                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5173.45      | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                  | Sealed Air Corp                                                                                | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4795.55      | 0.05%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                     | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      3000 | PA      | $2733.00      | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp                                                                | CUSIP: 3134A1Z60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     60000 | PA      | $61525.77     | 0.69%             | 2026-06-01      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2764.92      | 0.03%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7104.80      | 0.08%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                                                                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.92      | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                                            | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3227.94      | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | Progressive Corp/The                                                                           | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5474.70      | 0.06%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5192.10      | 0.06%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                  | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19462.46     | 0.22%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3780.00      | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1171 | PA      | $190.67       | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390RXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1267 | PA      | $1345.42      | 0.02%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10892.09     | 0.12%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $2198.36      | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                                              | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2065.17      | 0.02%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group/The                                                                                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4929.00      | 0.06%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                              | Block Financial LLC                                                                            | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2852.40      | 0.03%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4837.15      | 0.05%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                     | Stryker Corp                                                                                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1784.22      | 0.02%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                                                                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4508.00      | 0.05%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2964.54      | 0.03%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406BZ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1491 | PA      | $1499.09      | 0.02%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1688.48      | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3657.40      | 0.04%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402N2E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1854 | PA      | $1909.51      | 0.02%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66 Co                                                                                 | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3791.40      | 0.04%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2669.43      | 0.03%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd                                                                             | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3183.36      | 0.04%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2676.84      | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5116.65      | 0.06%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      2000 | PA      | $1863.50      | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                              | Eastman Chemical Co                                                                            | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1690.26      | 0.02%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1818.24      | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5076.05      | 0.06%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400YY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       408 | PA      | $423.59       | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1492.50      | 0.02%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3022.59      | 0.03%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404QKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2426 | PA      | $2525.85      | 0.03%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400UF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1284 | PA      | $1371.34      | 0.02%             | 2033-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3890.20      | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297CGN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       980 | PA      | $1055.92      | 0.01%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1768.92      | 0.02%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10866.24     | 0.12%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1959.22      | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                   | Clorox Co/The                                                                                  | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1767.28      | 0.02%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                         | EIDP Inc                                                                                       | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1821.92      | 0.02%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406YT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       419 | PA      | $437.74       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2339.94      | 0.03%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296NK55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       653 | PA      | $679.30       | 0.01%             | 2033-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1783.98      | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8231.60      | 0.09%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                              | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3857.88      | 0.04%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                    | CME Group Inc                                                                                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1987.46      | 0.02%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5167.60      | 0.06%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5129.15      | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund                                     | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1672827 | NS      | $1672826.63   | 18.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 3136A14B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88893 | PA      | $9897.09      | 0.11%             | 2041-11-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2842.59      | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403RUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1129 | PA      | $1171.28      | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290VJ88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       506 | PA      | $534.09       | 0.01%             | 2036-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1447.24      | 0.02%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1915.32      | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                                    | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5853.84      | 0.07%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10130.90     | 0.11%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31390FA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        96 | PA      | $100.51       | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5040.45      | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial Inc                                                                       | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8447.76      | 0.10%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                                | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3869.96      | 0.04%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                         | TWDC Enterprises 18 Corp                                                                       | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1665.12      | 0.02%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1397.74      | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2580.92      | 0.03%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                                              | CUSIP: 26875PAQ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1982.20      | 0.02%             | 2036-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5065.30      | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                              | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3876.68      | 0.04%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5119.35      | 0.06%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                       | Pfizer Inc                                                                                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2481.92      | 0.03%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                     | QUALCOMM Inc                                                                                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2515.56      | 0.03%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                            | Texas Instruments Inc                                                                          | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1766.68      | 0.02%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                     | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      3000 | PA      | $2943.48      | 0.03%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5018.65      | 0.06%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1655.76      | 0.02%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371FDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        42 | PA      | $42.00        | 0.00%             | 2025-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7971.92      | 0.09%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton Inc                                                                                  | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5091.00      | 0.06%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                            | TransCanada PipeLines Ltd                                                                      | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4984.50      | 0.06%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1661.60      | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                                            | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3988.00      | 0.05%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406XUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1612 | PA      | $1683.90      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PJS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4701 | PA      | $4883.23      | 0.06%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                                  | CUSIP: 461070AM6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5987.10      | 0.07%             | 2025-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11604 | PA      | $12127.08     | 0.14%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2825.76      | 0.03%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1628.54      | 0.02%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                            | Flowserve Corp                                                                                 | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2610.87      | 0.03%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1963.32      | 0.02%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2661.54      | 0.03%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                         | Anheuser-Busch InBev Worldwide Inc                                                             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1987.64      | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UDR INC                                          | UDR Inc                                                                                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |      3000 | PA      | $2483.82      | 0.03%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                                 | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2323.74      | 0.03%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407JRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       750 | PA      | $761.93       | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2941.74      | 0.03%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2015.07      | 0.02%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      2000 | PA      | $1708.02      | 0.02%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290SWM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2127 | PA      | $2219.40      | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36294STV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       568 | PA      | $599.78       | 0.01%             | 2036-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                         | Selective Insurance Group Inc                                                                  | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2686.05      | 0.03%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3115.56      | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140E0VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3002 | PA      | $2777.32      | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371KHA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       278 | PA      | $281.76       | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1291.74      | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                                            | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      3000 | PA      | $3198.36      | 0.04%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                                                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1995.74      | 0.02%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2802.81      | 0.03%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403YT60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1360 | PA      | $1411.39      | 0.02%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1927.38      | 0.02%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae REMICS                                                                              | CUSIP: 31393TFP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9912 | PA      | $260.34       | 0.00%             | 2042-12-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406KL40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1764 | PA      | $1842.59      | 0.02%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2897.97      | 0.03%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                                      | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3171.96      | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                         | Hartford Insurance Group Inc/The                                                               | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1856.10      | 0.02%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                              | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3229.11      | 0.04%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179NBC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8392 | PA      | $8081.10      | 0.09%             | 2043-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2775.48      | 0.03%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                                                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3244.32      | 0.04%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1756.62      | 0.02%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31287LER9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       912 | PA      | $967.94       | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2784.87      | 0.03%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                            | Gray Oak Pipeline LLC                                                                          | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3965.48      | 0.04%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1804.12      | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9757.10      | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                                       | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1661.14      | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1591.22      | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                                             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1685.60      | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    126000 | PA      | $125320.78    | 1.41%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391PBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       245 | PA      | $257.47       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407LXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       802 | PA      | $838.02       | 0.01%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) SEP25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $771.53       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36291SDE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       320 | PA      | $320.45       | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                         | Pioneer Natural Resources Co                                                                   | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8840.70      | 0.10%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                           | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4086.40      | 0.05%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                             | Kraft Heinz Foods Co                                                                           | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1812.42      | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                             | CUSIP: 3133TAFV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       127 | PA      | $5.64         | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                              | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2571.81      | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.85      | 0.06%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                 | FirstEnergy Corp                                                                               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1357.92      | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                          | Canadian Natural Resources Ltd                                                                 | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1707.44      | 0.02%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36241KAG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2110 | PA      | $2117.40      | 0.02%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X6AQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45196 | PA      | $39643.53     | 0.45%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                             | DH Europe Finance II Sarl                                                                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1867.50      | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7328.00      | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                   | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AK3<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.78      | 0.02%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1607.42      | 0.02%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27519 | PA      | $26552.08     | 0.30%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1373.40      | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VV52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       773 | PA      | $806.90       | 0.01%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1943.50      | 0.02%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    805000 | PA      | $792925.00    | 8.95%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296WPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1087 | PA      | $1129.58      | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                                                          | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1712.90      | 0.02%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                         | Bain Capital Specialty Finance Inc                                                             | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3939.24      | 0.04%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1714.74      | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac REMICS                                                                             | CUSIP: 31393RTL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4656 | PA      | $524.54       | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1898.94      | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2876.13      | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                                            | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3803.36      | 0.04%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2966.16      | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                | L3Harris Technologies Inc                                                                      | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1988.62      | 0.02%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13430.04     | 0.15%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2613.42      | 0.03%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                   | Phillips 66 Co                                                                                 | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2955.84      | 0.03%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3000.12      | 0.03%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                         | Healthcare Realty Holdings LP                                                                  | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |      3000 | PA      | $2570.16      | 0.03%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      3000 | PA      | $3084.87      | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Freddie Mac Strips                                                                             | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        25 | PA      | $23.81        | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                          | Astrazeneca Finance LLC                                                                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2813.04      | 0.03%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                                             | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2005.86      | 0.02%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2803.23      | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       560 | PA      | $585.77       | 0.01%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31388PE64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       801 | PA      | $806.83       | 0.01%             | 2031-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3001.92      | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending            | Cantor Commercial Real Estate Lending 2019-CF3                                                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $31666.50     | 0.36%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                                  | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1660.24      | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5196.40      | 0.06%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven Inc                                                                                   | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2933.22      | 0.03%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1996.50      | 0.02%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KEBL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       819 | PA      | $892.55       | 0.01%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                              | Northern Trust Corp                                                                            | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3239.34      | 0.04%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406WB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2133 | PA      | $2165.35      | 0.02%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                | Brown-Forman Corp                                                                              | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1758.90      | 0.02%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                                   | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1836.12      | 0.02%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1843.23      | 0.02%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296WZF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2000 | PA      | $2084.72      | 0.02%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEMC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2258 | PA      | $304.16       | 0.00%             | 2036-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                | Suncor Energy Inc                                                                              | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2220.60      | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296UZJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       408 | PA      | $424.99       | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                    | Aircastle Ltd                                                                                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $2986.38      | 0.03%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402D4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2304 | PA      | $2316.10      | 0.03%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7206.71      | 0.08%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                                           | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2886.06      | 0.03%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1966.42      | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1433.42      | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                         | Duke Energy Progress LLC                                                                       | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5720.47      | 0.06%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31298CVU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1558 | PA      | $1677.77      | 0.02%             | 2030-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial Inc                                                                       | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3035.01      | 0.03%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119584 | PA      | $109290.98    | 1.23%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9298.98      | 0.10%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1769.24      | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36213E7L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1707 | PA      | $1798.91      | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400C2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5684 | PA      | $5836.62      | 0.07%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2019-GSA1                                                         | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56000 | PA      | $52436.37     | 0.59%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2111.67      | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1843.60      | 0.02%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                              | Electronic Arts Inc                                                                            | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2603.94      | 0.03%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       579 | PA      | $603.41       | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405KLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       553 | PA      | $575.33       | 0.01%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1736.06      | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2288.58      | 0.03%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2317.74      | 0.03%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1722.39      | 0.02%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                          | GA Global Funding Trust                                                                        | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2950.05      | 0.03%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402A6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1691 | PA      | $1754.99      | 0.02%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2943.78      | 0.03%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                                                           | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4650.50      | 0.05%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406V3P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1462 | PA      | $1526.52      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health Inc                                                                            | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2148.75      | 0.02%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                                           | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2828.16      | 0.03%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68100 | PA      | $68387.30     | 0.77%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31381DX26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        71 | PA      | $71.75        | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                                      | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2343.57      | 0.03%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1868.18      | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2429.22      | 0.03%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3084.39      | 0.03%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                | Novant Health Inc                                                                              | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2535.84      | 0.03%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    418280 | PA      | $425110.51    | 4.80%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290RXU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1077 | PA      | $1079.88      | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1451.30      | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5167.85      | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys Inc                                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4969.15      | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6332.40      | 0.07%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290YUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       829 | PA      | $831.46       | 0.01%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NPQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       261 | PA      | $271.75       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |      4000 | PA      | $2610.68      | 0.03%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2664.99      | 0.03%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                                        | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5941.56      | 0.07%             | 2025-10-12      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                           | Church & Dwight Co Inc                                                                         | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2615.25      | 0.03%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                                    | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5801.70      | 0.07%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       231 | PA      | $240.38       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                           | Regions Financial Corp                                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20658.00     | 0.23%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                      | Target Corp                                                                                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1937.62      | 0.02%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                | General Mills Inc                                                                              | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1918.38      | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                           | Chubb INA Holdings LLC                                                                         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1730.30      | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402JR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       266 | PA      | $267.61       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3579.36      | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3042 | PA      | $3142.77      | 0.04%             | 2033-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp                            | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3002.10      | 0.03%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31376LF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28 | PA      | $28.11        | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                             | Verisk Analytics Inc                                                                           | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5100.95      | 0.06%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1250 | PA      | $200.01       | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271000 | PA      | $200412.97    | 2.26%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1803.40      | 0.02%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1671.36      | 0.02%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140XAQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205771 | PA      | $170776.47    | 1.93%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1718.38      | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                              | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2681.34      | 0.03%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                  | AstraZeneca PLC                                                                                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2008.41      | 0.02%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2058.18      | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                            | Continental Resources Inc/OK                                                                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2522.46      | 0.03%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4176.40      | 0.05%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                                              | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1663.88      | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3446.92      | 0.04%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2943.00      | 0.03%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402N2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1439 | PA      | $1492.97      | 0.02%             | 2033-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202KYM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        10 | PA      | $9.54         | 0.00%             | 2026-02-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2479.20      | 0.03%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1379.04      | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3068.16      | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                 | Ryder System Inc                                                                               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2932.23      | 0.03%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                           | TotalEnergies Capital International SA                                                         | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      8000 | PA      | $7578.80      | 0.09%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31401KTV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2416 | PA      | $2507.20      | 0.03%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                           | American Honda Finance Corp                                                                    | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11626.89     | 0.13%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4933.25      | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2827.14      | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2687.46      | 0.03%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2965.59      | 0.03%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4159.32      | 0.05%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1372.86      | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                              | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2004.14      | 0.02%             | 2025-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2264.79      | 0.03%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2573.67      | 0.03%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3058.86      | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1570 | PA      | $1631.08      | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406V5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2074 | PA      | $2165.95      | 0.02%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2567.13      | 0.03%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2177.49      | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1925.76      | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                                            | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1898.26      | 0.02%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                               | Union Pacific Corp                                                                             | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2738.76      | 0.03%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                                                     | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      3000 | PA      | $3085.17      | 0.03%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4896.10      | 0.06%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2888.64      | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1410.18      | 0.02%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                         | PVH Corp                                                                                       | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3000.24      | 0.03%             | 2025-07-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31294CRZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       408 | PA      | $413.24       | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                                  | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6132.18      | 0.07%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1761.15      | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2430.42      | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NNU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1321 | PA      | $1422.82      | 0.02%             | 2034-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co/The                                                         | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3945.32      | 0.04%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                                           | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      4000 | PA      | $3793.12      | 0.04%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406D2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       951 | PA      | $989.53       | 0.01%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31292GYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $9.27         | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12124.56     | 0.14%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                         | Take-Two Interactive Software Inc                                                              | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2842.71      | 0.03%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RQX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2325 | PA      | $2363.70      | 0.03%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2538.60      | 0.03%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1829.72      | 0.02%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                             | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4654.00      | 0.05%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2004.18      | 0.02%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5403.55      | 0.06%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                         | South Bow USA Infrastructure Holdings LLC                                                      | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10879.33     | 0.12%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                  | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5030.62      | 0.06%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                | Tampa Electric Co                                                                              | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3353.76      | 0.04%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities         | Freddie Mac Structured Pass-Through Certificates                                               | CUSIP: 31394JY68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    205035 | PA      | $8544.46      | 0.10%             | 2043-09-25      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2506.08      | 0.03%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2715.84      | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial Inc                                                                             | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2768.25      | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                                                           | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1992.62      | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297H3Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       475 | PA      | $477.36       | 0.01%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                 | Genuine Parts Co                                                                               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2614.98      | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                                              | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2688.96      | 0.03%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66 Co                                                                                 | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1678.40      | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                              | Southern California Edison Co                                                                  | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5874.18      | 0.07%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371LJF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       316 | PA      | $337.43       | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                    | Medtronic Inc                                                                                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1798.12      | 0.02%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                   | McCormick & Co Inc/MD                                                                          | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2601.84      | 0.03%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                                        | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11227.92     | 0.13%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                    | Ingredion Inc                                                                                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1467.10      | 0.02%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406SUT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1616 | PA      | $1682.35      | 0.02%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Morgan Stanley                                                                                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4353.85      | 0.05%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2953.02      | 0.03%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407CFF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       458 | PA      | $464.64       | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                          | Spectra Energy Partners LP                                                                     | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1972.22      | 0.02%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31294BUC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        51 | PA      | $51.34        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407BXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       613 | PA      | $622.13       | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2104.32      | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22674.96     | 0.26%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                                      | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      8000 | PA      | $7278.00      | 0.08%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                          | American Electric Power Co Inc                                                                 | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2708.82      | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7893.30      | 0.09%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    239204 | PA      | $239540.54    | 2.70%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31386ACZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       138 | PA      | $140.51       | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                          | UDR Inc                                                                                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |      3000 | PA      | $2732.97      | 0.03%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3335.85      | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                       | Eaton Corp                                                                                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1963.30      | 0.02%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10267.40     | 0.12%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                   | Starbucks Corp                                                                                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.48      | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3024.12      | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1764.32      | 0.02%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47941 | PA      | $42991.78     | 0.49%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                          | Jefferies Financial Group Inc                                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6222.84      | 0.07%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                                                                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2981.58      | 0.03%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       391 | PA      | $414.05       | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                              | Highwoods Realty LP                                                                            | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      3000 | PA      | $2939.79      | 0.03%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                                    | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4805.75      | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                                          | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7027.58      | 0.08%             | 2025-09-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                                    | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9482.90      | 0.11%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10167.10     | 0.11%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1509.46      | 0.02%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      3000 | PA      | $3089.22      | 0.03%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                          | Kinder Morgan Energy Partners LP                                                               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3111.90      | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404HRX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1157 | PA      | $1222.13      | 0.01%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4984.30      | 0.06%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31410G6J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6628 | PA      | $6843.61      | 0.08%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2696.82      | 0.03%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                  | NGPL PipeCo LLC                                                                                | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3559.36      | 0.04%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP CAP CORP                           | BlackRock TCP Capital Corp                                                                     | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8268.88      | 0.09%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                  | CVS Health Corp                                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2752.35      | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2702.13      | 0.03%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                                   | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6956.88      | 0.08%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co                                                                              | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1740.00      | 0.02%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                                                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2976.03      | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                            | Dick's Sporting Goods Inc                                                                      | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4279.62      | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290SKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3451 | PA      | $3463.96      | 0.04%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404RTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1161 | PA      | $1180.27      | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402WPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1259 | PA      | $1306.21      | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138WLBN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75491 | PA      | $69566.32     | 0.79%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                               | Conagra Brands Inc                                                                             | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2869.29      | 0.03%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1712.44      | 0.02%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1956.44      | 0.02%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                                              | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3718.68      | 0.04%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297FAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       705 | PA      | $759.09       | 0.01%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group Inc                                                                              | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5034.10      | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3564.84      | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4528.80      | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co                                                                    | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2137.23      | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6009.90      | 0.07%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2031.90      | 0.02%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $49578.75     | 0.56%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                          | Simon Property Group LP                                                                        | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |      2000 | PA      | $1969.66      | 0.02%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10304.10     | 0.12%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2972.07      | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      6000 | PA      | $6149.22      | 0.07%             | 2028-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                           | BP Capital Markets America Inc                                                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3994.20      | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2868.90      | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co                                                                              | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3124.17      | 0.04%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31401HAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       945 | PA      | $984.71       | 0.01%             | 2033-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1743.10      | 0.02%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3228.03      | 0.04%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCMA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4407 | PA      | $3624.21      | 0.04%             | 2034-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2911.38      | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1921.77      | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                             | Niagara Mohawk Power Corp                                                                      | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1923.80      | 0.02%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     13000 | PA      | $13080.34     | 0.15%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2817.45      | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3235.80      | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      6000 | PA      | $6075.66      | 0.07%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2739.99      | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3446.44      | 0.04%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1756.14      | 0.02%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                                 | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1506.78      | 0.02%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2682.75      | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4666.30      | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3151.53      | 0.04%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2612.88      | 0.03%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16964 | PA      | $16471.91     | 0.19%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1698.96      | 0.02%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                                       | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14239.69     | 0.16%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1730.64      | 0.02%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31404PEV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       325 | PA      | $343.14       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128K6LA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1136 | PA      | $1154.51      | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                                                   | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4860.60      | 0.05%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1530.18      | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2773.11      | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5279.85      | 0.06%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1996.24      | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2913.93      | 0.03%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                                   | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3225.84      | 0.04%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                    | MASTR Alternative Loan Trust 2003-5                                                            | CUSIP: 576434FN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       729 | PA      | $15.18        | 0.00%             | 2018-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                       | FedEx Corp                                                                                     | CUSIP: 31428XCS3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3056.00      | 0.03%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8251.52      | 0.09%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X6P47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25193 | PA      | $23836.94     | 0.27%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                       | Dover Corp                                                                                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2827.53      | 0.03%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1843.94      | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J M Smucker Co/The                                                                             | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3207.15      | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                           | Berkshire Hathaway Finance Corp                                                                | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1690.60      | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: B96ZAV0E1 CDS USD R V 03MEVENT 1 CCPCDX / Short: B96ZAV0E1 CDS USD P F  1.00000 2 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    650000 | OU      | $-14489.77    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                       | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2792.85      | 0.03%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                              | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3245.52      | 0.04%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                             | Tanger Properties LP                                                                           | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |      7000 | PA      | $6140.82      | 0.07%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7651.91      | 0.09%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCBD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1370 | PA      | $210.74       | 0.00%             | 2033-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2018-GS9                                                          | CUSIP: 36255NAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $23864.99     | 0.27%             | 2051-03-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                         | Everest Reinsurance Holdings Inc                                                               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1859.10      | 0.02%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                | Vornado Realty LP                                                                              | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      2000 | PA      | $1942.88      | 0.02%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4664.85      | 0.05%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                                              | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2873.79      | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7464.66      | 0.08%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                         | Apollo Management Holdings LP                                                                  | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1827.16      | 0.02%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2916.60      | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3000 | PA      | $2531.40      | 0.03%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                                           | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2812.08      | 0.03%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                                            | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2766.99      | 0.03%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1286.62      | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403YB69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2482 | PA      | $2575.09      | 0.03%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1989.00      | 0.02%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                                            | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      2000 | PA      | $1944.70      | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406JDD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       764 | PA      | $794.92       | 0.01%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5474.95      | 0.06%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2902.89      | 0.03%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3348.64      | 0.04%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2958.45      | 0.03%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2864.19      | 0.03%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1938.00      | 0.02%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      5000 | PA      | $5459.80      | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      7000 | PA      | $6192.90      | 0.07%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp                                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2680.89      | 0.03%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                                            | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5123.00      | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                                             | CUSIP: 36202FQ74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17041 | PA      | $16954.11     | 0.19%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2973.12      | 0.03%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                         | Americold Realty Operating Partnership LP                                                      | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |      5000 | PA      | $4895.80      | 0.06%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36200KRJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10113 | PA      | $10446.69     | 0.12%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                                          | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1821.28      | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1542.12      | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                               | Trane Technologies Financing Ltd                                                               | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |      2000 | PA      | $1967.00      | 0.02%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2040.39      | 0.02%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                                    | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2850.42      | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000 | PA      | $4946.16      | 0.06%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31371HQV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       521 | PA      | $540.09       | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $56529.69     | 0.64%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                      | Phillips 66                                                                                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3523.88      | 0.04%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1924.48      | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208SNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1496 | PA      | $1503.77      | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1802.76      | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                             | Shell Finance US Inc                                                                           | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $4619.04      | 0.05%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                                 | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2936.40      | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp                                                                           | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3293.04      | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406XUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       208 | PA      | $216.80       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297M2R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2034 | PA      | $2127.02      | 0.02%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                 | Ventas Realty LP                                                                               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |      5000 | PA      | $4924.10      | 0.06%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1782.30      | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT SEP25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-3189.41     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                               | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1943.76      | 0.02%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3138A9CW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22019 | PA      | $21338.82     | 0.24%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     17000 | PA      | $15971.16     | 0.18%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4073.12      | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                                           | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5105.25      | 0.06%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FNX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55000 | PA      | $51770.09     | 0.58%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406WAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2594 | PA      | $2633.53      | 0.03%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                                | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1731.58      | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                                              | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6993.56      | 0.08%             | 2053-08-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2927.46      | 0.03%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2478.51      | 0.03%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                     | Newmont Corp                                                                                   | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2792.55      | 0.03%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31383GYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       143 | PA      | $144.83       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402ES74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2296 | PA      | $2381.85      | 0.03%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2717.79      | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                             | Keurig Dr Pepper Inc                                                                           | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1477.84      | 0.02%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                               | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1501.58      | 0.02%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                                                         | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $3166.68      | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                  | CSL Finance PLC                                                                                | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      4000 | PA      | $3897.48      | 0.04%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                  | Oklahoma Gas and Electric Co                                                                   | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2846.34      | 0.03%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3051.56      | 0.03%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296PM74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1128 | PA      | $1171.28      | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                               | Coterra Energy Inc                                                                             | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8066.16      | 0.09%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                 | Paramount Global                                                                               | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1946.48      | 0.02%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31402ESC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4329 | PA      | $4491.64      | 0.05%             | 2033-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                         | Precision Castparts Corp                                                                       | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1700.30      | 0.02%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1990.26      | 0.02%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2909.64      | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31293QGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2583 | PA      | $2595.96      | 0.03%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                         | KLA Corp                                                                                       | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2079.54      | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue Inc                                                                                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2027.64      | 0.02%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1967.20      | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp                                                                                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1679.52      | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                     | Vontier Corp                                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1789.98      | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                          | Digital Realty Trust LP                                                                        | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |      4000 | PA      | $3877.32      | 0.04%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2305.59      | 0.03%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2877.51      | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2155.71      | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36209NXR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2514 | PA      | $2543.33      | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                                            | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1985.36      | 0.02%             | 2025-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3132L5A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94808 | PA      | $86171.77     | 0.97%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                               | Ingersoll Rand Inc                                                                             | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3140.94      | 0.04%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                                            | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1987.12      | 0.02%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140GYGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9298 | PA      | $8526.21      | 0.10%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                   | Salesforce Inc                                                                                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3506.32      | 0.04%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                          | NOV Inc                                                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2877.90      | 0.03%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1996.58      | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                              | Dow Chemical Co/The                                                                            | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2754.42      | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                                                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6037.71      | 0.07%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2499.51      | 0.03%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140X5VH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63353 | PA      | $59939.95     | 0.68%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1988.78      | 0.02%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                                             | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2945.84      | 0.03%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                                  | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3474.52      | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7249.60      | 0.08%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)SEP25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -2 | NC      | $-3191.32     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION                              | Rockwell Automation Inc                                                                        | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1647.28      | 0.02%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3880.84      | 0.04%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp                                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6221.52      | 0.07%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128KC6G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       954 | PA      | $1041.06      | 0.01%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                          | Walt Disney Co/The                                                                             | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1799.48      | 0.02%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2484.88      | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FCVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2484 | PA      | $278.78       | 0.00%             | 2035-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                         | Mars Inc                                                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.45      | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                      | Workday Inc                                                                                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2962.23      | 0.03%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 3140JLKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41842 | PA      | $40817.32     | 0.46%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      3000 | PA      | $3146.40      | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128M5YJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9641 | PA      | $9969.21      | 0.11%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406VFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       296 | PA      | $308.16       | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2015-C32                                            | CUSIP: 46590JBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $9191.01      | 0.10%             | 2048-11-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1785.39      | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3055.14      | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1993.82      | 0.02%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                                             | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2866.77      | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                         | Liberty Mutual Group Inc                                                                       | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2010.51      | 0.02%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296R5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       718 | PA      | $745.50       | 0.01%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                   | AutoNation Inc                                                                                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5069.20      | 0.06%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1412.68      | 0.02%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RPA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       829 | PA      | $843.14       | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                              | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $5239.80      | 0.06%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                           | Brixmor Operating Partnership LP                                                               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |      4000 | PA      | $3782.28      | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3741.48      | 0.04%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences Inc                                                                            | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1434.34      | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                            | Norfolk Southern Corp                                                                          | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1632.94      | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $2666.12      | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36291SMS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       723 | PA      | $721.62       | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2077.18      | 0.02%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31417SAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       409 | PA      | $407.66       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2978.79      | 0.03%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                         | Prudential Financial Inc                                                                       | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3060.08      | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                          | GlaxoSmithKline Capital PLC                                                                    | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2913.15      | 0.03%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                         | Archer-Daniels-Midland Co                                                                      | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1964.00      | 0.02%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10242.60     | 0.12%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31401JLB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       957 | PA      | $992.88       | 0.01%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7253.12      | 0.08%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1968.46      | 0.02%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31406AZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1057 | PA      | $1062.94      | 0.01%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3000 | PA      | $2999.19      | 0.03%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                                          | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2523.81      | 0.03%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                         | Burlington Northern Santa Fe LLC                                                               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2655.42      | 0.03%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                            | Vale Overseas Ltd                                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $4921.40      | 0.06%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                       | Pfizer Inc                                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2616.21      | 0.03%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                                                    | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1332.44      | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2388.87      | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                      | Netflix Inc                                                                                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5095.35      | 0.06%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31374CK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7696 | PA      | $7961.03      | 0.09%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                             | Parker-Hannifin Corp                                                                           | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3029.61      | 0.03%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297KTZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       241 | PA      | $250.87       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2788.44      | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp                                                                     | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1978.76      | 0.02%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296JWA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       218 | PA      | $219.19       | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                              | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3016.38      | 0.03%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                           | Bunge Ltd Finance Corp                                                                         | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2973.03      | 0.03%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                      | Oracle Corp                                                                                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2313.48      | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                 | ERP Operating LP                                                                               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |      6000 | PA      | $5208.84      | 0.06%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36208PNX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       140 | PA      | $140.59       | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                                           | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2598.48      | 0.03%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2014.20      | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                          | Duquesne Light Holdings Inc                                                                    | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1940.86      | 0.02%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co                                                                          | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4557.60      | 0.05%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                      | PepsiCo Inc                                                                                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1871.25      | 0.02%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3001.56      | 0.03%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    538000 | PA      | $539849.38    | 6.09%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp A Mutual Legal Reserve Co                                             | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1290.80      | 0.01%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                         | Aon Corp / Aon Global Holdings PLC                                                             | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      2000 | PA      | $1236.24      | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3156.27      | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                         | FirstEnergy Transmission LLC                                                                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1696.36      | 0.02%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                            | Novartis Capital Corp                                                                          | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2983.17      | 0.03%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297NHP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1162 | PA      | $1215.36      | 0.01%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                         | Alexandria Real Estate Equities Inc                                                            | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      3000 | PA      | $2019.66      | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31400GT96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       723 | PA      | $760.28       | 0.01%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                         | Enterprise Products Operating LLC                                                              | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4866.90      | 0.05%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36290YU30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       576 | PA      | $577.72       | 0.01%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2456.13      | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31296SDA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       440 | PA      | $443.56       | 0.01%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2930.19      | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                                         | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1833.12      | 0.02%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                                              | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1633.38      | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank                                             | BANK 2017-BNK7                                                                                 | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158000 | PA      | $153769.61    | 1.74%             | 2060-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21383.12     | 0.24%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                                       | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2460.30      | 0.03%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2019-GC42                                                         | CUSIP: 36257UAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $97880.36     | 1.11%             | 2052-09-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297RN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4677 | PA      | $4754.49      | 0.05%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                             | Westpac Banking Corp                                                                           | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      3000 | PA      | $2898.87      | 0.03%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1986.94      | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                      | Paychex Inc                                                                                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5119.95      | 0.06%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                                            | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2838.09      | 0.03%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3116.67      | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1719.14      | 0.02%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1374 | PA      | $232.68       | 0.00%             | 2038-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      3000 | PA      | $2920.26      | 0.03%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391VJH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2261 | PA      | $2338.37      | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                              | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2900.67      | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405HF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       762 | PA      | $808.00       | 0.01%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                                            | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2075.49      | 0.02%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                              | Highwoods Realty LP                                                                            | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |      2000 | PA      | $1945.14      | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                                                  | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5756.16      | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                  | AstraZeneca PLC                                                                                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2987.94      | 0.03%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2683.95      | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2836.56      | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                  | Fannie Mae Interest Strip                                                                      | CUSIP: 3136FEY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1826 | PA      | $259.38       | 0.00%             | 2038-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                         | Rogers Communications Inc                                                                      | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $1780.16      | 0.02%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31411WU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1144 | PA      | $1181.39      | 0.01%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1831.80      | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                              | JPMorgan Chase & Co                                                                            | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1981.70      | 0.02%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                       | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.80      | 0.06%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1900.02      | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                        | Hess Corp                                                                                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1987.18      | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2309.37      | 0.03%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2975.46      | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                                          | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297304 | PA      | $235279.84    | 2.66%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1955.42      | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                         | Patterson-UTI Energy Inc                                                                       | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3071.49      | 0.03%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates                                   | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31000 | PA      | $30974.43     | 0.35%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1925.64      | 0.02%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                               | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3976.96      | 0.04%             | 2026-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1938.46      | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                           | ConocoPhillips Co                                                                              | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2865.96      | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                                       | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1475.72      | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International Inc                                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5777.64      | 0.07%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1953.18      | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3077.49      | 0.03%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2882.97      | 0.03%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                                     | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2145.93      | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) SEP25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        24 | NC      | $29268.13     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                                      | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3807.04      | 0.04%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                          | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    161475 | PA      | $163496.13    | 1.85%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                               | Athene Holding Ltd                                                                             | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1980.28      | 0.02%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407D3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1080 | PA      | $1097.08      | 0.01%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000 | PA      | $2402.61      | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 3128L0G89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7353 | PA      | $7724.40      | 0.09%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                             | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3114.15      | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                              | Dow Chemical Co/The                                                                            | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2644.86      | 0.03%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405QG69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       368 | PA      | $383.30       | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31298PBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1613 | PA      | $1666.35      | 0.02%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                 | Ascension Health                                                                               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6213.69      | 0.07%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                     | CubeSmart LP                                                                                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |      3000 | PA      | $2978.34      | 0.03%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                                            | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    261000 | PA      | $233187.19    | 2.63%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology Inc                                                                          | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2205.33      | 0.02%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                         | Thermo Fisher Scientific Inc                                                                   | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2151.09      | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                                         | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1705.28      | 0.02%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                                             | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2085.84      | 0.02%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31418MK76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4141 | PA      | $4277.32      | 0.05%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                            | Becton Dickinson & Co                                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4942.90      | 0.06%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31297PQ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       621 | PA      | $668.65       | 0.01%             | 2035-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     33000 | PA      | $29101.88     | 0.33%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                              | PayPal Holdings Inc                                                                            | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1964.04      | 0.02%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                         | Graphic Packaging International LLC                                                            | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3894.48      | 0.04%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1802.08      | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                                                      | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |      3000 | PA      | $1890.00      | 0.02%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                         | NIKE Inc                                                                                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1416.34      | 0.02%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2657.64      | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                              | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2104.02      | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                                        | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3244.23      | 0.04%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT SEP25                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -7 | NC      | $-14177.44    | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co                                                                    | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      3000 | PA      | $2896.11      | 0.03%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79000 | PA      | $79327.11     | 0.90%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31407D4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1438 | PA      | $1460.06      | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                                         | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |      2000 | PA      | $2113.86      | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31405HTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1581 | PA      | $1676.24      | 0.02%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1772.40      | 0.02%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31391WW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8899 | PA      | $9138.83      | 0.10%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3129.60      | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                                | CUSIP: 31403CM32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       294 | PA      | $305.31       | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                   | Amazon.com Inc                                                                                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1769.26      | 0.02%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                             | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      3000 | PA      | $2840.76      | 0.03%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                              | Emerson Electric Co                                                                            | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1904.82      | 0.02%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7349.58      | 0.08%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-P6                                                    | CUSIP: 17291EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31273 | PA      | $29493.33     | 0.33%             | 2049-12-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2674.02      | 0.03%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                  | Ross Stores Inc                                                                                | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3003.96      | 0.03%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                                    | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2859.24      | 0.03%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                              | Dollar General Corp                                                                            | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1505.12      | 0.02%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                         | Northwestern Mutual Life Insurance Co/The                                                      | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5529.68      | 0.06%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                              | CUSIP: 36201Y4T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1785 | PA      | $1859.81      | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                            | Huntington Bancshares Inc/OH                                                                   | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2745.72      | 0.03%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                                          | CUSIP: 31293NJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       640 | PA      | $647.16       | 0.01%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                      | Walmart Inc                                                                                    | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2115.90      | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

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

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer