# EDGAR Filing Document

**Accession Number:** 0001350487
**File Stem:** 0000940400-26-015406
**Filing Date:** 2026-4
**Character Count:** 914926
**Document Hash:** c32bd004c02cf6c301201c165c55f576
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-015406.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0000940400-26-015406

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21864
- **FILM NUMBER:** 26908257

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

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

## Series and Classes Contracts Data

### WisdomTree Yield Enhanced U.S. Aggregate Bond Fund (Series ID: S000049575)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000156663 | WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | AGGY            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10119

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

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

- **a. Name of Series:** WisdomTree Yield Enhanced U.S. Aggregate Bond Fund

- **b. EDGAR series identifier (if any):** S000049575

- **c. LEI of Series:** 549300U3BHCCLLWPI962

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $915099529.06

**Total Liabilities:** $15500227.14

**Net Assets:** $899599301.92

**Stand-by Commitments:** $4261535.15

**Cash Not Reported:** $936135.77

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 70.37906000 | **1-Year:** 19842.63446000 | **5-Year:** 142777.85999000 | **10-Year:** 301234.29003000 | **30-Year:** 44702.90184000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000156663 | -0.36%               | 0.18%                | 1.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-202296.62              | $-5989834.85                               |
| Month 2  | $79180.47                | $-1758770.95                               |
| Month 3  | $-445856.28              | $11882131.54                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Enhanced Yield Index

- **Index Identifier:** BAYDTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GE Capital International Funding Company Unlimited Company        | GE 4.418 11/15/35                               | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    460000 | PA      | $454335.32    | 0.05%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                               | CATMED 5.58 09/01/45                            | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201487.23    | 0.02%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                  | EXC 5.45 06/01/35                               | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262675.60    | 0.03%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL8174                                       | CUSIP: 3138ETCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21429 | PA      | $20741.82     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G07068                                       | CUSIP: 3128M9FH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2846 | PA      | $2942.02      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                 | DOC 2.875 01/15/31                              | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103070.59    | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                  | CP 7.125 10/15/31                               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $263902.12    | 0.03%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                            | HPQ 6.1 04/25/35                                | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $588182.81    | 0.07%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials Inc                                     | MLM 3.2 07/15/51                                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    156000 | PA      | $106210.96    | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB6475                                       | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129066 | PA      | $130247.97    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3.875 04/15/30                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    793000 | PA      | $786961.51    | 0.09%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.5 06/30/27                                  | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1615000 | PA      | $1553491.21   | 0.17%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V5.33 07/23/35                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825098.10    | 0.09%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                 | TDY 2.5 08/01/30                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126541.06    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2545                                       | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38022 | PA      | $34414.29     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM7673                                       | CUSIP: 3140XBQ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83153 | PA      | $73352.91     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                 | CPB 4.8 03/15/48                                | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    233000 | PA      | $202056.63    | 0.02%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | BMY 2.35 11/13/40                               | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $650848.72    | 0.07%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                               | GPN 5.55 11/15/35                               | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248754.14    | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08779                                       | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85855 | PA      | $82108.15     | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                | ATO 5.5 06/15/41                                | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521000.72    | 0.06%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA4524                                       | CUSIP: 3133KLAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318514 | PA      | $253752.99    | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.625 05/15/30                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2312679.68   | 0.26%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                               | XEL 4.5 08/15/41                                | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81203.15     | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8397                                       | CUSIP: 3132DWKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153716 | PA      | $159590.81    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 5.25 04/02/35                                | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360488.65    | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                        | BATSLN 3.462 09/06/29                           | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    117000 | PA      | $114844.29    | 0.01%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                     | MLM 2.4 07/15/31                                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    281000 | PA      | $256105.93    | 0.03%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FP0105                                       | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66591 | PA      | $58221.70     | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR SB0256                                       | CUSIP: 3132CWH98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24 | PA      | $24.12        | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                       | UPS 3.75 11/15/47                               | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    219000 | PA      | $172520.78    | 0.02%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 2.987 11/01/63                            | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $139390.58    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                              | GLW 5.45 11/15/79                               | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255551.66    | 0.03%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                               | MUFG V2.852 01/19/33                            | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $552600.98    | 0.06%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.5 03/31/27                                  | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $816347.16    | 0.09%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM9726                                       | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194140 | PA      | $171407.12    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA5701                                       | CUSIP: 3140QDKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013886 | PA      | $898954.66    | 0.10%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RJ3009                                       | CUSIP: 3142GTKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145710 | PA      | $147760.62    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 3.5 02/15/41                               | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    594000 | PA      | $492693.82    | 0.05%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                      | TGT 4.8 01/15/53                                | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136700.12    | 0.02%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                  | MCD 3.7 02/15/42 MTN                            | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167405.29    | 0.02%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 4.45 09/01/49                               | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82615.85     | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 03/31/27                                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1008965.03   | 0.11%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                            | ROP 5.1 09/15/35                                | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249566.05    | 0.03%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corporation                                      | NSC 3.155 05/15/55                              | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16440.63     | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3 02/15/41                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    436000 | PA      | $331926.13    | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                   | XEL 2.35 11/15/31                               | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    285000 | PA      | $257002.86    | 0.03%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                                             | CL 3.7 08/01/47 MTN                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121348.64    | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.25 02/15/54                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $796410.16    | 0.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.375 03/31/29                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2165000 | PA      | $2100641.99   | 0.23%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                          | JBS 5.95 04/20/35                               | CUSIP: 472140AB8<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $318804.22    | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 3.4 09/01/29                                | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263145.55    | 0.03%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.6 01/23/46                                | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $480576.74    | 0.05%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.433 01/23/47                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495816.27    | 0.06%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8493                                       | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422854 | PA      | $429963.17    | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 4.1 03/25/61                               | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $303010.62    | 0.03%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co.                                                   | LLY 4.9 02/12/32                                | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260346.66    | 0.03%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F042632<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $173087.78    | 0.02%             | 2056-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                           | PRE V4.5 10/01/50                               | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48441.51     | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 04/30/27                                 | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $501494.14    | 0.06%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 3.469 04/15/34                             | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    653000 | PA      | $603658.49    | 0.07%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                | SO 5.75 09/15/33                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    578000 | PA      | $617204.01    | 0.07%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.95 03/25/51                              | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $254678.65    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 5.7 02/10/53                               | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379911.07    | 0.04%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 889982                                       | CUSIP: 31410KXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       968 | PA      | $1012.27      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD0975                                       | CUSIP: 3132DNCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37952 | PA      | $32930.35     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.5 05/31/27                                  | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    591200 | PA      | $569988.39    | 0.06%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 4.85 08/15/42                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188997.72    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                     | USB V4.839 02/01/34                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365415.88    | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                 | FE 3.4 03/01/50 C                               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    285000 | PA      | $199855.82    | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ubs Barclays Commercial Mortgage Trust 2017-C2                    | UBSCM 2017-C2 A4                                | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995543.10    | 0.11%             | 2050-08-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                       | BCECN 4.464 04/01/48                            | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $297095.42    | 0.03%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                   | CSX 5.2 11/15/33                                | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $399970.11    | 0.04%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.4 11/01/34                                 | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    341000 | PA      | $334216.24    | 0.04%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | HUM 5.95 03/15/34                               | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $786753.24    | 0.09%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                        | ADM 4.016 04/16/43                              | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81879.45     | 0.01%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.5 02/15/44                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498593.75    | 0.06%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                  | EXC 3.2 09/15/49                                | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    275000 | PA      | $190030.73    | 0.02%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.78 02/15/35                                | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398515.60    | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V6.27 11/17/33                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $823408.21    | 0.09%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                      | NSC 4.1 05/15/21                                | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    335000 | PA      | $234931.53    | 0.03%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                               | HAL 6.7 09/15/38                                | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     56000 | PA      | $63929.21     | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                | RPRX 2.2 09/02/30                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $449953.55    | 0.05%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc                                                      | AVGO 3.419 04/15/33                             | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187331.19    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                | CAG 7 10/01/28                                  | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    194000 | PA      | $207551.23    | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 2.75 06/01/31                                 | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    568000 | PA      | $529347.93    | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                         | RTX 4.5 06/01/42                                | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    299000 | PA      | $275528.59    | 0.03%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5131                                       | CUSIP: 3140XLVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144140 | PA      | $120453.71    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                              | GM 5.6 06/18/31                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    510000 | PA      | $535981.45    | 0.06%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                        | HAS 3.5 09/15/27                                | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    249000 | PA      | $247365.67    | 0.03%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                | IR 5.45 06/15/34                                | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $535353.51    | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 4.8 12/15/45                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56161.70     | 0.01%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                  | CP 4.3 05/15/43                                 | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $111116.93    | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 5.625 09/22/35                              | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $500437.47    | 0.06%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                 | SUCN 5.95 12/01/34                              | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    321000 | PA      | $345009.47    | 0.04%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 5.2 04/15/54                               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143584.21    | 0.02%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                        | BIIB 3.15 05/01/50                              | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    370000 | PA      | $243975.73    | 0.03%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Lowes Companies, Inc.                                             | LOW 4.5 04/15/30                                | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50878.93     | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | RCICN 4.5 03/15/42                              | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $437021.67    | 0.05%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 5.375 03/22/33                              | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $752743.46    | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8231                                       | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38189 | PA      | $37938.84     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                     | EQIX 3 07/15/50                                 | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    213000 | PA      | $137943.50    | 0.02%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                        | AMT 2.95 01/15/51                               | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    226000 | PA      | $146185.71    | 0.02%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 5.3 06/15/35                                | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417397.45    | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Halliburton Company                                               | HAL 4.75 08/01/43                               | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    157000 | PA      | $142586.09    | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                       | PEP 4.65 02/15/53                               | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    712000 | PA      | $642829.80    | 0.07%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB9991                                       | CUSIP: 3140QWC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269032 | PA      | $280368.94    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-15YR                                       | CUSIP: 01F030439<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -150000 | PA      | $-145243.80   | -0.02%            | 2041-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 5.3 05/15/35                               | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165817.29    | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Trimble Inc                                                       | TRMB 4.9 06/15/28                               | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176815.17    | 0.02%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3 02/15/48                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $386132.81    | 0.04%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                               | IBM 5.25 02/05/44                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    900000 | PA      | $866897.81    | 0.10%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8299                                       | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150836 | PA      | $152035.40    | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD8002                                       | CUSIP: 3132DV3K9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     21358 | PA      | $21427.10     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                | HBAN V5.023 05/17/33                            | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214495.96    | 0.02%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F020638<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -125000 | PA      | $-103636.25   | -0.01%            | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08836                                       | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36247 | PA      | $35641.74     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | RCICN 4.55 03/15/52                             | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    248000 | PA      | $203260.44    | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 5 04/15/42                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52642.21     | 0.01%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | SANTAN 6.921 08/08/33                           | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $444780.59    | 0.05%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                     | XEL 3.6 09/15/47                                | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77340.50     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V2.511 10/20/32 MTN                          | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453318.63    | 0.05%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                      | MET 5.25 01/15/54                               | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    259000 | PA      | $244048.50    | 0.03%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                       | TOL 4.875 03/15/27                              | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $246501.96    | 0.03%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                   | SBUX 4 11/15/28                                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33099.07     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                        | MMM 3.875 06/15/44 MTN                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206394.21    | 0.02%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5171                                       | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142828 | PA      | $130655.53    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                | MTNA 6.75 03/01/41                              | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    171000 | PA      | $190902.94    | 0.02%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                     | OC 4.3 07/15/47                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     74000 | PA      | $61486.26     | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3 08/15/48                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    745000 | PA      | $572485.94    | 0.06%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3159                                       | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205390 | PA      | $178991.78    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-1         | GMCAR 2025-1 A3                                 | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1261957.21   | 0.14%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                            | AEE 5.2 04/01/34                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260923.31    | 0.03%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                    | WFCM 2022-C62 A4                                | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97114.53     | 0.01%             | 2055-04-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                      | NSC 3.95 10/01/42                               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95144.18     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V3.882 07/24/38                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    729000 | PA      | $660800.13    | 0.07%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 3.125 05/15/50                              | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    332000 | PA      | $221446.18    | 0.02%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 11/15/35                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2805000 | PA      | $2815299.61   | 0.31%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                              | KDP 5.3 03/15/34                                | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514771.40    | 0.06%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                              | HIW 4.2 04/15/29                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44560.20     | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                   | PAA 6.65 01/15/37                               | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    272000 | PA      | $301203.90    | 0.03%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                          | CMS 4.2 09/01/52                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164715.62    | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.125 05/15/48                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $232450.78    | 0.03%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 5.6 02/21/54                               | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    800000 | PA      | $755384.47    | 0.08%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 6.55 03/14/37                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    205000 | PA      | $229086.59    | 0.03%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                        | BIIB 2.25 05/01/30                              | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     82000 | PA      | $76105.86     | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8171                                       | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106680 | PA      | $84892.87     | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                     | OC 4.4 01/30/48                                 | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148382.53    | 0.02%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                         | CRBG 4.35 04/05/42                              | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129026.84    | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                       | AVB 2.05 01/15/32                               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445112.96    | 0.05%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                 | WFC V3.068 04/30/41                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $390472.00    | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS2700                                       | CUSIP: 3138WCAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23639 | PA      | $23437.39     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                      | CUBE 2.5 02/15/32                               | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179625.48    | 0.02%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 3.65 04/05/29                               | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51570.18     | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                              | HIW 3.05 02/15/30                               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98934.12     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4701                                       | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57074 | PA      | $56694.64     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.5 08/10/33                                 | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748572.83    | 0.08%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5108                                       | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48561 | PA      | $49887.29     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4804                                       | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    594561 | PA      | $578539.85    | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                   | CSX 4.65 03/01/68                               | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    210000 | PA      | $177154.76    | 0.02%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F032633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $70720.69     | 0.01%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                | CTRA 5.4 02/15/35                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206426.14    | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 5.7 01/15/56                               | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344667.33    | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 03/31/30                                | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1509023.43   | 0.17%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                        | BIIB 3.25 02/15/51                              | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    157000 | PA      | $104403.23    | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K154 A3                                    | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $582485.30    | 0.06%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 10/31/30                                | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5527929.69   | 0.61%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                  | LNT 4.1 09/26/28                                | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125516.95    | 0.01%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                 | LYB 4.2 05/01/50                                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144402.65    | 0.02%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                  | CP 4.2 11/15/69                                 | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $165349.47    | 0.02%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN BQ3022                                       | CUSIP: 3140KNLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1541213 | PA      | $1305094.91   | 0.15%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 7.5 05/01/31                                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $284925.27    | 0.03%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                        | NDAQ 6.1 06/28/63                               | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176791.49    | 0.02%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                               | FITB 8.25 03/01/38                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $558106.97    | 0.06%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 1.7 10/15/30                                | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89926.84     | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                       | COR 5.15 02/15/35                               | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517213.85    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                         | TRV 3.75 05/15/46                               | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    450000 | PA      | $358547.65    | 0.04%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                       | PEP 5.5 01/15/40                                | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    185000 | PA      | $197353.76    | 0.02%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                | VOD 5.625 02/10/53                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $389011.08    | 0.04%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA 6.21 08/06/38                              | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1170000 | PA      | $1390655.11   | 0.15%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 5.375 04/01/38                             | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    325000 | PA      | $301944.09    | 0.03%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                 | BMARK 2021-B28 ASB                              | CUSIP: 08163GAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $235315.26    | 0.03%             | 2054-08-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                     | OC 7 12/01/36                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    182000 | PA      | $209478.35    | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                              | SUMIBK 6.184 07/13/43                           | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $414955.33    | 0.05%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 4.375 07/15/27                                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3037207.02   | 0.34%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BC4764                                       | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107153 | PA      | $99323.57     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 995018                                       | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39465 | PA      | $41289.33     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V4.244 04/24/38                             | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234557.99    | 0.03%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                  | CP 3.5 05/01/50                                 | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     63000 | PA      | $46658.57     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                               | VNT 2.95 04/01/31                               | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102235.33    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 06/30/27                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4015312.50   | 0.45%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                        | BHF 5.625 05/15/30                              | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    266000 | PA      | $268756.64    | 0.03%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                    | MS V2.239 07/21/32 GMTN                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448494.49    | 0.05%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                            | TFC V4.916 07/28/33 MTN                         | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    304000 | PA      | $306905.73    | 0.03%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                   | PSX 5.25 06/15/31                               | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522658.69    | 0.06%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 4.95 11/15/35                              | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106028.49    | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 6.5 04/15/38                               | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    728000 | PA      | $755261.75    | 0.08%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| IBM International Capital Pte. Ltd.                               | IBM 5.3 02/05/54                                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $326234.72    | 0.04%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corporation                                      | GD 4.25 04/01/50                                | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216743.61    | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Duke Energy Progress NC Storm Funding LLC                         | DUK 2.387 07/01/37 A-2                          | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $834839.54    | 0.09%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-161 A2                                   | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $316178.15    | 0.04%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.355 03/15/32                               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    453000 | PA      | $404570.95    | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                              | KDP 4.5 04/15/52                                | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331006.27    | 0.04%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences Inc.                                              | GILD 5.5 11/15/54                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99727.73     | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 2.375 05/15/29                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1938203.12   | 0.22%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                       | LMT 5 08/15/35                                  | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    301000 | PA      | $311315.31    | 0.03%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                | SWX 4.15 06/01/49                               | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160468.60    | 0.02%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 5.375 05/01/47                             | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    564000 | PA      | $471216.65    | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 8.75 11/21/33                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    436000 | PA      | $550134.58    | 0.06%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                  | LNT 3.7 09/15/46                                | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     76000 | PA      | $58670.17     | 0.01%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                               | CSCO 5.9 02/15/39                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    125000 | PA      | $136702.17    | 0.02%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K069 A2                                    | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    604867 | PA      | $599647.58    | 0.07%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PM 4.25 11/10/44                                | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346170.06    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 5.05 03/25/48                               | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    909000 | PA      | $810964.26    | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                | HBAN V2.487 08/15/36                            | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    176000 | PA      | $155380.11    | 0.02%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                      | SWK 4.85 11/15/48                               | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187066.35    | 0.02%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 3.6 03/15/51                                | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    219000 | PA      | $158185.32    | 0.02%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.013 04/04/51 MTN                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    502000 | PA      | $459496.47    | 0.05%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                     | FTSCN 5.2 09/15/34                              | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516012.34    | 0.06%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                         | KHC 4.375 06/01/46                              | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    468000 | PA      | $384374.42    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                        | NKE 3.375 03/27/50                              | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    146000 | PA      | $107017.79    | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 03/31/28                                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $492316.01    | 0.05%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 4.15 12/15/48                              | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $246597.48    | 0.03%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUK 3.7 12/01/47                                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    360000 | PA      | $278025.50    | 0.03%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                     | AEP 3.45 05/15/51                               | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    265000 | PA      | $183278.35    | 0.02%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ace Capital Trust II                                              | CB 9.7 04/01/30                                 | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $119735.44    | 0.01%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                            | FR ZS8004                                       | CUSIP: 3132A83M9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     65872 | PA      | $65283.52     | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                   | XEL 6.5 07/01/36                                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    130000 | PA      | $144177.09    | 0.02%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                     | JEF 2.75 10/15/32                               | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105218.86    | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | HUM 5.75 04/15/54                               | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139862.54    | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 5 04/15/40                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229000.85    | 0.03%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                       | TOL 3.8 11/01/29                                | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148561.15    | 0.02%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital                                            | MSC 2017-H1 A5                                  | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $495679.66    | 0.06%             | 2050-06-17      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL4010                                       | CUSIP: 3138ELN41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209635 | PA      | $204867.88    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS4515                                       | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19601 | PA      | $17884.66     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                         | DHR 3.25 11/15/39                               | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    506000 | PA      | $419178.71    | 0.05%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 5.15 08/01/43                                | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193658.72    | 0.02%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc.                                           | CHD 5.6 11/15/32                                | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    187000 | PA      | $201530.76    | 0.02%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL7801                                       | CUSIP: 3138EQU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86410 | PA      | $84678.74     | 0.01%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Companies, Inc.                                         | TRV 4 05/30/47                                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204866.59    | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                  | Sekisui House US Inc                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    524000 | PA      | $360142.85    | 0.04%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.25 08/15/49                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $450386.72    | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 4.05 06/15/48                              | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $82407.43     | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 4.9 05/15/46                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231871.16    | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                            | OGLETH 5.95 11/01/39                            | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225244.26    | 0.03%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8384                                       | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30306 | PA      | $31125.93     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 5.11 02/08/34                               | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515060.97    | 0.06%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3490                                       | CUSIP: 3132DQ2X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1103034 | PA      | $921000.43    | 0.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 3.799 04/06/71                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $112394.58    | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                          | SW 5.438 04/03/34                               | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $521398.74    | 0.06%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.875 05/13/37                              | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1082357.90   | 0.12%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                   | PSX V6.2 03/15/56 B                             | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253349.42    | 0.03%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                            | HLNLN 3.625 03/24/32                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481942.78    | 0.05%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 1.9 09/01/31                                | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    285000 | PA      | $253660.05    | 0.03%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                            | BWP 3.4 02/15/31                                | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    380000 | PA      | $363266.43    | 0.04%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                  | LNT 3.1 11/30/51                                | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    228000 | PA      | $151117.48    | 0.02%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                      | CUBE 4.375 02/15/29                             | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151276.96    | 0.02%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 08/15/55                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $407437.50    | 0.05%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.625 08/15/29                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $146105.66    | 0.02%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                        | AMT 2.3 09/15/31                                | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405164.19    | 0.05%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                        | BATSLN 6.421 08/02/33                           | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $555977.71    | 0.06%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-168 A1                                   | CUSIP: 3137HJ6B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    190450 | PA      | $192434.68    | 0.02%             | 2034-10-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8385                                       | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90806 | PA      | $94276.09     | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                | VOD 5 05/30/38                                  | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $251061.39    | 0.03%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 6.484 10/23/45                             | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    222000 | PA      | $211404.21    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM4525                                       | CUSIP: 3140J9A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54073 | PA      | $53515.32     | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                   | FOXA 5.576 01/25/49                             | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    247000 | PA      | $234699.86    | 0.03%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 1.125 08/31/28                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $511122.65    | 0.06%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR SD5582                                       | CUSIP: 3132DTFX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20797 | PA      | $20423.56     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 5.375 02/15/31                                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $877204.68    | 0.10%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 08/15/27                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2008749.99   | 0.22%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                               | FSK 3.125 10/12/28                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    241000 | PA      | $219547.10    | 0.02%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                      | SHW 2.95 08/15/29                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125662.83    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2834                                       | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298962 | PA      | $286795.26    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE V6.75 06/15/54                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372619.29    | 0.04%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS7611                                       | CUSIP: 3140XPN54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44557 | PA      | $44419.25     | 0.00%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                         | KHC 5.2 07/15/45                                | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    266000 | PA      | $244058.79    | 0.03%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K116 A2                                    | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1360752.77   | 0.15%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 2.375 03/15/32                              | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    330000 | PA      | $297713.25    | 0.03%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                | FFHCN 6.35 03/22/54                             | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $227311.31    | 0.03%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.5 06/01/33                                | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366941.04    | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.25 09/30/28                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $1037683.59   | 0.12%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS1340                                       | CUSIP: 3140XGP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179745 | PA      | $157940.84    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                       | TJUNIV 3.847 11/01/57                           | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    227000 | PA      | $169060.42    | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 5.5 07/15/44                                | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498674.44    | 0.06%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOV Inc.                                                          | NOV 3.95 12/01/42                               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145770.08    | 0.02%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                   | FOXA 3.5 04/08/30                               | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116988.55    | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                     | CNC 2.5 03/01/31                                | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    355000 | PA      | $308110.73    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V4.611 04/25/53 MTN                         | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431360.76    | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST             | WFNMT 2024-B A                                  | CUSIP: 981464HU7<br>LEI: 549300RSY3BGZS85SD04 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $757883.37    | 0.08%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08710                                       | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31436 | PA      | $29171.76     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                  | LNT 3.5 09/30/49                                | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $128765.74    | 0.01%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 12/31/30                                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2009609.37   | 0.22%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 3.25 08/15/29                               | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    291000 | PA      | $283025.22    | 0.03%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                               | HAL 5 11/15/45                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    181000 | PA      | $166333.39    | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 5.4 05/01/35                                | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    469000 | PA      | $500327.57    | 0.06%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                            | CB 4.35 11/03/45                                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440605.16    | 0.05%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| The Connecticut Light and Power Company                           | ES 4.3 04/15/44                                 | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174815.31    | 0.02%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BQ9685                                       | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68616 | PA      | $57413.05     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.375 11/15/49                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $234062.50    | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                        | BATSLN 7.081 08/02/53                           | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $573307.66    | 0.06%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | TMO 2.8 10/15/41                                | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $225637.51    | 0.03%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                            | OGLETH 5.25 09/01/50                            | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74370.19     | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                         | TDY 2.75 04/01/31                               | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57988.50     | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                  | GMT 1.9 06/01/31                                | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    228000 | PA      | $202579.49    | 0.02%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-15YR                                       | CUSIP: 01F022436<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -450000 | PA      | $-429058.35   | -0.05%            | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD8237                                       | CUSIP: 3132DWEJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     19983 | PA      | $19467.28     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                     | ENBCN 4.5 06/10/44                              | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $174395.96    | 0.02%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 3.03 03/15/52                               | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    295000 | PA      | $196457.34    | 0.02%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM 4.95 06/01/45                               | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474909.84    | 0.05%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                       | ZTS 4.45 08/20/48                               | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70192.85     | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.5 04/30/28                                  | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $927131.83    | 0.10%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                  | MCD 4.7 12/09/35 MTN                            | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    227000 | PA      | $229508.34    | 0.03%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| FedEx Corporation                                                 | FDX 4.75 11/15/45 *                             | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    266000 | PA      | $238591.87    | 0.03%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 5.8 05/15/34                                | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316116.10    | 0.04%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2 02/15/50                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155000 | PA      | $94828.52     | 0.01%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 5.5 04/15/64                                | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    373000 | PA      | $354155.98    | 0.04%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3 02/15/49                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $581221.88    | 0.06%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                      | NSC 3.942 11/01/47                              | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    163000 | PA      | $130841.15    | 0.01%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AJ5301                                       | CUSIP: 3138AW3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33601 | PA      | $33643.62     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                     | F 7.122 11/07/33                                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $600475.79    | 0.07%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                 | ABXCN 5.75 05/01/43                             | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $252688.65    | 0.03%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 4.95 10/15/54                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    258000 | PA      | $234155.88    | 0.03%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS7600                                       | CUSIP: 3138WHNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24946 | PA      | $24578.71     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                 | THG 2.5 09/01/30                                | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67606.33     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 2.95 03/10/52                               | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $146304.11    | 0.02%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                       | CQP 5.55 10/30/35                               | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228966.18    | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 6.1 04/01/64                                | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150053.86    | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 6.6 03/15/46                                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425416.56    | 0.05%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                    | TRICN 5.65 11/23/43 *                           | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40063.19     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 2.25 02/01/32                                 | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    445000 | PA      | $397646.15    | 0.04%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                   | CRM 2.7 07/15/41                                | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213390.18    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.25 08/15/27                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3595000 | PA      | $3535036.51   | 0.39%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3770                                       | CUSIP: 3140QPFL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146285 | PA      | $138235.79    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA9057                                       | CUSIP: 3133KRB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40811 | PA      | $41278.93     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8349                                       | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19040 | PA      | $19389.81     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU 4.35 02/25/50 MTN                           | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    290000 | PA      | $237241.97    | 0.03%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                   | BANK 2020-BN27 AS                               | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $761283.38    | 0.08%             | 2063-04-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                       | KVUE 5.05 03/22/53                              | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233481.95    | 0.03%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                       | ZTS 3.95 09/12/47                               | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $177374.49    | 0.02%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FDX 4.55 04/01/46 *                             | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13942.94     | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                | EIX 5.75 04/15/54                               | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246247.35    | 0.03%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                | MOS 4.05 11/15/27                               | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133165.27    | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | MO 3.875 09/16/46                               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    427000 | PA      | $329068.57    | 0.04%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Timken Company                                                | TKR 4.5 12/15/28                                | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    206000 | PA      | $207966.60    | 0.02%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                  | GMT 4.7 04/01/29                                | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158893.97    | 0.02%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR ZT1953                                       | CUSIP: 3132AEE28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41728 | PA      | $41863.46     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                     | QCOM 4.8 05/20/45                               | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92322.03     | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                           | CHTR 5.5 09/01/41                               | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    370000 | PA      | $331689.12    | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                        | HAS 6.35 03/15/40                               | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     86000 | PA      | $93070.41     | 0.01%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                            | WFCIT 2024-A1 A                                 | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1197000 | PA      | $1210862.92   | 0.13%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                       | PEP 5 02/07/35                                  | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518148.65    | 0.06%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 5.4 07/15/40                                 | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167834.03    | 0.02%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PM 5.25 02/13/34                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261883.25    | 0.03%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust 2018-1                              | SYNIT 2025-A2 A                                 | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507593.88    | 0.06%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 2.8 02/14/32                                | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    430000 | PA      | $400378.71    | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                         | CRBG 4.4 04/05/52                               | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    272000 | PA      | $216454.20    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Southwestern Public Service Company                               | XEL 5.3 05/15/35                                | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516442.17    | 0.06%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AU3734                                       | CUSIP: 3138X3EG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124509 | PA      | $117179.31    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0098                                       | CUSIP: 3140XFDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263380 | PA      | $271941.44    | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.375 11/15/48                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    765000 | PA      | $627419.53    | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V3.102 02/24/33                              | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    297000 | PA      | $275492.78    | 0.03%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                   | CRM 2.9 07/15/51                                | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    215000 | PA      | $132040.63    | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1 07/31/28                                    | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1512624.99   | 0.17%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 07/31/29                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2445000 | PA      | $2490557.22   | 0.28%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QC7457                                       | CUSIP: 3133ASJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    716204 | PA      | $625525.35    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                   | CSX 3.8 11/01/46                                | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112214.73    | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | SANTAN 6.938 11/07/33                           | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $692173.02    | 0.08%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                             | WSTP 3.133 11/18/41                             | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    198000 | PA      | $153219.26    | 0.02%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FDX 4.4 01/15/47 *                              | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    123000 | PA      | $104230.70    | 0.01%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHLMC 4 10/08/30                                | CUSIP: 3134HBW31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1499072.63   | 0.17%             | 2030-10-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                               | HAL 4.85 11/15/35                               | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $258026.42    | 0.03%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| The Estee Lauder Companies Inc.                                   | EL 3.125 12/01/49                               | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $170843.62    | 0.02%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 5.9 10/01/54                                | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390279.78    | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                     | ED 4.45 03/15/44                                | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    215000 | PA      | $190314.46    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MORTGAGE TRUST                                 | BMARK 2025-V14 A3                               | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1422659.90   | 0.16%             | 2057-04-17      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-C35                                     | BBCMS 2025-C35 A5                               | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $537223.07    | 0.06%             | 2058-07-17      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V3.436 02/24/43                              | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $392945.21    | 0.04%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                       | LMT 5.2 02/15/64                                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518327.86    | 0.06%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V6.332 03/09/44                            | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $553722.99    | 0.06%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD2613                                       | CUSIP: 3132DP3W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80065 | PA      | $79518.18     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.875 05/15/49                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $171367.97    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                             | WCNCN 2.2 01/15/32                              | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $207276.00    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sempra                                                            | SRE 3.8 02/01/38                                | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349546.48    | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                     | SPLLLC 4.5 05/15/30                             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    222000 | PA      | $224541.46    | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                             | IBM 5 02/10/32 ..                               | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205992.68    | 0.02%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AU3735                                       | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122462 | PA      | $114916.42    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                          | CMS 4.35 04/15/49                               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85746.00     | 0.01%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                     | CNC 4.625 12/15/29                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292751.20    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                      | ANGINC 5 06/15/27                               | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291597.67    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 2.45 02/21/30                              | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    424000 | PA      | $399970.07    | 0.04%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                             | DUK 5.55 03/15/54                               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248807.52    | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SB0921                                       | CUSIP: 3132CXAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17286 | PA      | $16986.86     | 0.00%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-D                             | HART 2025-D A3                                  | CUSIP: 44891XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1208817.29   | 0.13%             | 2030-09-16      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.375 07/15/40                             | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $521730.78    | 0.06%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 08/15/34                                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1001484.38   | 0.11%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 11/30/30                                  | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999609.38    | 0.11%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                             | REPHUN 7.625 03/29/41 30Y                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    173000 | PA      | $206106.48    | 0.02%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FDX 4.05 02/15/48 *                             | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220437.75    | 0.02%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 735897                                       | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13978 | PA      | $14576.05     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 3.5 09/15/53                                  | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    875000 | PA      | $596874.80    | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | SYY 5.375 09/21/35                              | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    162000 | PA      | $169178.56    | 0.02%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                   | BANK 2019-BN20 A2                               | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295135 | PA      | $1238747.24   | 0.14%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Sempra                                                            | SRE 3.4 02/01/28                                | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    286000 | PA      | $283072.31    | 0.03%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4497                                       | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24115 | PA      | $22496.42     | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2230                                       | CUSIP: 3140W2PQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68018 | PA      | $69556.69     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                       | ZTS 3 09/12/27                                  | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    173000 | PA      | $171055.40    | 0.02%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 4.35 04/15/47                               | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    252000 | PA      | $218613.39    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4181                                       | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201544 | PA      | $160507.06    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                | F 7.45 07/16/31                                 | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    103000 | PA      | $115077.91    | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B                                    | TAOT 2025-B A3                                  | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010123.19   | 0.11%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                  | AEP 3.25 03/01/50                               | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27433.47     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                       | OVV 7.1 07/15/53                                | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    500000 | PA      | $558868.50    | 0.06%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 4.95 01/15/32                               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206475.37    | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                        | CARR 2.7 02/15/31                               | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $285642.25    | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 2.82 09/01/51                               | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38425.33     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 3.9 08/01/46                               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $212783.66    | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                   | BHP 5.3 02/21/35                                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $524510.43    | 0.06%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3026                                       | CUSIP: 3132DQLF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79183 | PA      | $79691.92     | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 6.15 03/01/55                               | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251676.56    | 0.03%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8212                                       | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148513 | PA      | $129390.53    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | MO 4.8 02/14/29                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80742.62     | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                             | FCX 4.375 08/01/28                              | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49095.47     | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4866                                       | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84233 | PA      | $82032.07     | 0.01%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 10/15/27                                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1007109.38   | 0.11%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 01/31/33                                    | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2543164.06   | 0.28%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                         | O 4.5 02/01/33                                  | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501244.84    | 0.06%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust 2018-1                              | SYNIT 2024-A2 A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $203015.43    | 0.02%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 4.95 05/19/50                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    105000 | PA      | $66392.95     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 4.05 11/21/39                              | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163014.50    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2023-7 A1A                                 | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278621.02    | 0.03%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 5.35 01/31/33                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $97225.00     | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                | RE 3.5 10/15/50                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    301000 | PA      | $210592.23    | 0.02%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                 | BMARK 2022-B34 A5                               | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $238099.00    | 0.03%             | 2055-04-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                          | BNL 2.6 09/15/31                                | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134600.69    | 0.01%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QC7460                                       | CUSIP: 3133ASJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150394 | PA      | $132183.36    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6 05/07/36                                  | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    650000 | PA      | $667875.95    | 0.07%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.625 11/15/50                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $274492.19    | 0.03%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM 8.75 09/01/30 *                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    225000 | PA      | $265893.88    | 0.03%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2805                                       | CUSIP: 3140XJDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60231 | PA      | $52502.24     | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-159 A2                                   | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1029593.55   | 0.11%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                            | EXR 2.55 06/01/31                               | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    334000 | PA      | $305359.22    | 0.03%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust 2018-1                              | SYNIT 2024-A1 A                                 | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011750.02   | 0.11%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 4.25 11/21/49                              | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    431000 | PA      | $362974.12    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                     | JDOT 2025-B A4                                  | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $254018.84    | 0.03%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 5 05/15/29                                   | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144251.24    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 06/30/30                                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2843749.99   | 0.32%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 4.875 01/15/48                              | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2824000 | PA      | $2834812.29   | 0.32%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 4.95 01/15/31                              | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    106000 | PA      | $99179.22     | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V2.802 01/25/52 MTN                          | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $128493.48    | 0.01%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Everest Reinsurance Holdings, Inc.                                | RE 3.125 10/15/52                               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    127000 | PA      | $80747.37     | 0.01%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                        | LHX 4.4 06/15/28                                | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30286.06     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 3.1 11/15/29                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57627.63     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                  | MRSH 5.45 03/15/54                              | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192538.26    | 0.02%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                 | IL STSGEN 4.64 01/01/2040                       | CUSIP: 79467BCM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $89757.08     | 0.01%             | 2040-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                               | GPN 3.2 08/15/29                                | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    128000 | PA      | $122802.89    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 2.8 09/15/41                                | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80771.17     | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 2.25 11/15/31                              | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449119.46    | 0.05%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V3.157 04/22/42                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $113614.08    | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                 | VTR 2.5 09/01/31                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $154660.62    | 0.02%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM3385                                       | CUSIP: 3140J7XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144772 | PA      | $143304.94    | 0.02%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 06/30/28                                    | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1166082.03   | 0.13%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $795072.50    | 0.09%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                        | DG 5.45 07/05/33                                | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377796.83    | 0.04%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | SYY 3.15 12/14/51                               | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $101707.25    | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | VLO 2.15 09/15/27                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149965.21    | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                | VOYA 4.8 06/15/46                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46410.54     | 0.01%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.875 02/15/51                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $233468.75    | 0.03%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 4.874 02/08/29                              | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133198.29    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                  | OHI 3.625 10/01/29                              | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    127000 | PA      | $123765.63    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                | MOS 5.625 11/15/43                              | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96046.23     | 0.01%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 5.2 02/15/49                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125717.57    | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                       | PNW 5.15 05/15/30                               | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518269.03    | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS6778                                       | CUSIP: 3140XNQ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63837 | PA      | $67182.19     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | LLY 3.95 03/15/49                               | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81867.67     | 0.01%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 06/30/30                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1515937.50   | 0.17%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                              | LVS 3.9 08/08/29                                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67574.95     | 0.01%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FDX 4.9 01/15/34 .                              | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172867.93    | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8454                                       | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285952 | PA      | $293575.23    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 4.45 05/14/46                              | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    162000 | PA      | $143624.37    | 0.02%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 5.5 06/15/38                                | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1300000 | PA      | $1443987.27   | 0.16%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | D 4.6 12/01/48                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $431634.92    | 0.05%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 10/31/29                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1310000 | PA      | $1340754.29   | 0.15%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V3.328 04/22/52                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $178812.01    | 0.02%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G03054                                       | CUSIP: 3128M4WP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       766 | PA      | $791.86       | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 5.375 04/15/54                              | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380201.74    | 0.04%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                              | APH 5 01/15/35                                  | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513236.86    | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                     | ED 4.125 05/15/49 A                             | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403636.18    | 0.04%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                         | APTV 3.1 12/01/51                               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    264000 | PA      | $172399.01    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                        | MMM 3.625 10/15/47 MTN                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    111000 | PA      | $84760.05     | 0.01%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                   | SBUX 3.55 08/15/29                              | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     79000 | PA      | $78145.08     | 0.01%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NTRCN 5.875 12/01/36                            | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $101237.15    | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                              | CHAIT 2023-A2 A                                 | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $310632.18    | 0.03%             | 2030-09-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 5.125 07/20/45                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    553000 | PA      | $506016.83    | 0.06%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 4.3 02/15/29                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118523.96    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V4.897 07/25/33 MTN                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204000.22    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                 | TSN 4.35 03/01/29                               | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22197.09     | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                  | AJG 3.5 05/20/51                                | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    550000 | PA      | $382738.88    | 0.04%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.5 05/15/35                                  | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    594000 | PA      | $579364.38    | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FDX 3.9 02/01/35 *                              | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238729.91    | 0.03%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.25 05/15/50                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    104000 | PA      | $52130.00     | 0.01%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                      | HON 4.75 02/01/32                               | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515216.34    | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                      | MET V6.35 03/15/55 G                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    415000 | PA      | $432470.88    | 0.05%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                           | BKH 3.875 10/15/49                              | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    114000 | PA      | $87348.59     | 0.01%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                     | TRPCN 5.1 03/15/49                              | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $189386.73    | 0.02%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Oneok Inc.                                                        | OKE 5.7 11/01/54                                | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235873.41    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                          | EMN 4.5 12/01/28                                | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72850.57     | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                    | HR 2 03/15/31                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266114.51    | 0.03%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners Lp                                       | CQP 3.25 01/31/32                               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    174000 | PA      | $162303.78    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                       | AWK 4.2 09/01/48                                | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157729.88    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | VLO 3.65 12/01/51                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     97000 | PA      | $69162.35     | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 4.2 06/15/49                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    322000 | PA      | $256549.58    | 0.03%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR V5.746 08/09/33                            | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    395000 | PA      | $418397.01    | 0.05%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                          | DE 4.9 03/07/31 MTN                             | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520967.45    | 0.06%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 4.7 10/15/48                              | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427760.90    | 0.05%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.375 09/15/27                                | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $749384.76    | 0.08%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                            | PFE 5.11 05/19/43                               | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $340386.65    | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                    | SNX 2.65 08/09/31                               | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    203000 | PA      | $184305.03    | 0.02%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V2.58 04/22/32                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    670000 | PA      | $618103.91    | 0.07%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                               | ALLY 8 11/01/31                                 | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $511795.34    | 0.06%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                 | VTR 5.625 07/01/34                              | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316163.13    | 0.04%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 01/15/29                                  | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1003085.94   | 0.11%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                        | CARR 5.9 03/15/34                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541005.41    | 0.06%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.375 05/15/40                                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $166379.30    | 0.02%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                 | FDX 3.25 05/15/41 *                             | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    136000 | PA      | $107296.35    | 0.01%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3426                                       | CUSIP: 3140XJYY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30759 | PA      | $30171.29     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2864                                       | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77612 | PA      | $74453.62     | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHLMC 0 11/15/38 1                              | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3727000 | PA      | $2144574.46   | 0.24%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                    | HR 3.1 02/15/30                                 | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134075.31    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                | MTNA 6.8 11/29/32                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    166000 | PA      | $188437.35    | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0363                                       | CUSIP: 3140XFMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175499 | PA      | $154325.81    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 4.75 02/15/30                               | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204791.80    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                               | ITALY 2.875 10/17/29 10Y                        | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    550000 | PA      | $533853.65    | 0.06%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 5.05 11/01/34                               | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    403000 | PA      | $404630.46    | 0.04%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 3.6 05/01/34                                 | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    589000 | PA      | $544110.53    | 0.06%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                           | BKH 2.5 06/15/30                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46598.99     | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                               | ETR 3.75 06/15/50                               | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    213000 | PA      | $157768.74    | 0.02%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                            | VRSK 5.5 06/15/45                               | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232821.70    | 0.03%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.375 05/15/33                                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1465312.50   | 0.16%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | VLO 2.8 12/01/31                                | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254358.59    | 0.03%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZM4495                                       | CUSIP: 3131XX7G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71199 | PA      | $69919.15     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM4968                                       | CUSIP: 3140J9QW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84895 | PA      | $87654.44     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 3.4 06/15/29                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169151.92    | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS5068                                       | CUSIP: 3138WET25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2117 | PA      | $2029.69      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 4.375 01/23/31                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    355000 | PA      | $361402.20    | 0.04%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ETR 3.1 06/15/41                                | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232539.81    | 0.03%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS7263                                       | CUSIP: 3140XPB99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61441 | PA      | $60319.74     | 0.01%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA2367                                       | CUSIP: 3140Q9TZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91201 | PA      | $89936.77     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                            | PFE 5.3 05/19/53                                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $958268.73    | 0.11%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                              | GM 5.05 04/04/28                                | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509935.26    | 0.06%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 08/31/29                                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3522285.15   | 0.39%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Chase Issuance Trust                                              | CHAIT 2024-A2 A                                 | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $719386.91    | 0.08%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                          | AON 5.35 02/28/33                               | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    410000 | PA      | $428603.57    | 0.05%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                  | PKG 4.05 12/15/49                               | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20978.40     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                            | CNP V6.85 02/15/55 B                            | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    215000 | PA      | $229239.96    | 0.03%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Diamondback Energy Inc                                            | FANG 3.5 12/01/29                               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    178000 | PA      | $174295.98    | 0.02%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4119                                       | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1780556 | PA      | $1492948.03   | 0.17%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.5 10/31/27                                  | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3813203.12   | 0.42%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | SYY 6.6 04/01/50                                | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    262000 | PA      | $293472.04    | 0.03%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                               | ETR 2.8 06/15/30                                | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    285000 | PA      | $269576.31    | 0.03%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                               | ITALY 4 10/17/49 10Y                            | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    350000 | PA      | $278094.29    | 0.03%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                           | BKH 4.35 05/01/33                               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    345000 | PA      | $338598.84    | 0.04%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                        | LHX 4.854 04/27/35                              | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257932.26    | 0.03%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COM MT TR 2024-5C1                                    | WFCM 2024-5C1 A2                                | CUSIP: 95003VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $414780.69    | 0.05%             | 2057-07-17      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                    | KMT 4.625 06/15/28                              | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76935.62     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.125 08/15/40                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $715687.50    | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                        | LHX 5.054 04/27/45                              | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121869.55    | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                           | CHTR 5.875 11/15/40                             | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70515.51     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM6372                                       | CUSIP: 3140XACJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63017 | PA      | $64535.47     | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 2.45 06/01/30                               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243655.11    | 0.03%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.4 05/07/54                                | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    415000 | PA      | $406156.15    | 0.05%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                   | XEL 3.4 06/01/30                                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87399.67     | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5107                                       | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56341 | PA      | $57377.10     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 3.75 04/01/32                               | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    695000 | PA      | $673468.71    | 0.07%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 5.25 09/15/39                               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |  10598000 | PA      | $11516147.87  | 1.28%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                            | GA MELPWR 6.64 04/01/2057                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    248000 | PA      | $274165.02    | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                  | SRE 5.35 04/01/53                               | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239516.68    | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA6388                                       | CUSIP: 3140QEC26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657304 | PA      | $556781.61    | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                      | MET 5.3 12/15/34                                | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260167.15    | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Japan Bank for International Cooperation                          | JBIC 1.875 04/15/31                             | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    940000 | PA      | $858337.14    | 0.10%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                      | TGT 7 01/15/38                                  | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $536427.19    | 0.06%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                               | BNS V4.588 05/04/37                             | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $157275.35    | 0.02%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 5.2 02/15/35                                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514024.69    | 0.06%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                            | PFE 4.75 05/19/33                               | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $204210.97    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                         | APA 5.35 07/01/49 .                             | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    142000 | PA      | $123696.46    | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                       | ZTS 3 05/15/50                                  | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $98269.32     | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                      | T 1.375 08/15/50                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87000 | PA      | $44811.80     | 0.00%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                       | AWK 2.95 09/01/27                               | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258017.40    | 0.03%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 3.65 09/01/27                               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    116000 | PA      | $115486.10    | 0.01%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                               | WFCM 2025-5C4 A3                                | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1181012.22   | 0.13%             | 2058-05-17      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V6.254 03/09/34                            | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $557682.30    | 0.06%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZS4713                                       | CUSIP: 3132A5GW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86823 | PA      | $82941.39     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F052631<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $1143101.25   | 0.13%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB8715                                       | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17665 | PA      | $18168.53     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 4.1 04/24/28                              | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    260000 | PA      | $261349.24    | 0.03%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                         | AMH 2.375 07/15/31                              | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315285.08    | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.75 11/15/29                                 | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $942382.81    | 0.10%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 3.45 02/01/50                             | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171830.68    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                 | VTR 4 03/01/28                                  | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65005.41     | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PM 4.625 10/29/35                               | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247706.61    | 0.03%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 5.7 02/15/55                                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147410.28    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K067 A2                                    | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    200000 | PA      | $198448.15    | 0.02%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                    | PLD 5 01/31/35                                  | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818626.32    | 0.09%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| W.w. Grainger Inc.                                                | GWW 4.6 06/15/45                                | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    350000 | PA      | $323879.79    | 0.04%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3514                                       | CUSIP: 3140QN3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328733 | PA      | $300564.92    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 5.05 04/15/53                               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455408.29    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                 | OMC 5.4 10/01/48                                | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    276000 | PA      | $252740.93    | 0.03%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                  | PKG 3 12/15/29                                  | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    262000 | PA      | $252578.96    | 0.03%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 11/15/27                                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3035097.65   | 0.34%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 4.35 01/11/48                             | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    425000 | PA      | $364834.94    | 0.04%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                | DUK 5.05 05/15/52                               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228508.57    | 0.03%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.75 03/15/40                              | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530706.07    | 0.06%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.85 09/03/41                                | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    254000 | PA      | $186274.76    | 0.02%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM8227                                       | CUSIP: 3140XCD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140546 | PA      | $134262.61    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 4.75 05/15/47                               | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123272.39    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                    | AZO 1.65 01/15/31                               | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    395000 | PA      | $350363.04    | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2 08/15/51                                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    893000 | PA      | $534334.92    | 0.06%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                | JCI 4.5 02/15/47                                | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    120000 | PA      | $106124.12    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175000 | PA      | $170167.38    | 0.02%             | 2056-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lear Corporation                                                  | LEA 2.6 01/15/32                                | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227082.42    | 0.03%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.28 08/14/41                               | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    425000 | PA      | $346796.69    | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 4.3 03/25/28                                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44260.09     | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                              | WLK 2.875 08/15/41                              | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211565.39    | 0.02%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 6.5 02/01/37                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    582000 | PA      | $653526.41    | 0.07%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                      | AMXCA 2024-2 A                                  | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $564877.87    | 0.06%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 5.875 08/08/54                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    415000 | PA      | $419268.66    | 0.05%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | MRK 4 03/07/49                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162994.70    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                          | AON 2.6 12/02/31                                | CUSIP: 03740LAC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     74000 | PA      | $67465.56     | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | BMY 4.25 10/26/49                               | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249666.58    | 0.03%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                         | KLAC 3.3 03/01/50                               | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49811.49     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                        | AMT 3.1 06/15/50                                | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    195000 | PA      | $131136.79    | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FR SD8463                                       | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    641511 | PA      | $658050.18    | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                       | CQP 4 03/01/31                                  | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343436.17    | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                            | MP 4.9 05/31/34                                 | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |    250000 | PA      | $263730.78    | 0.03%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.587 01/18/36                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $788508.24    | 0.09%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5192                                       | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24640 | PA      | $25599.36     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 MORTGAGE TRUST                                        | BMO 2022-C2 A5                                  | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $516282.95    | 0.06%             | 2054-07-17      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNA 2020-M42 A2                                 | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    150000 | PA      | $135531.07    | 0.02%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 4.45 04/15/42                               | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    465000 | PA      | $398349.54    | 0.04%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                       | BRKHEC 4.1 02/01/42                             | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245700.65    | 0.03%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                        | AMT 2.9 01/15/30                                | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $282005.15    | 0.03%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 3.875 10/15/47 *                             | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    614000 | PA      | $478043.72    | 0.05%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 5.375 04/01/56                              | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1347000 | PA      | $1415798.87   | 0.16%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                               | GIS 4.2 04/17/28                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107415.78    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 4.975 04/20/55                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    475000 | PA      | $440620.97    | 0.05%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                 | CNRCN 4.375 09/18/34                            | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248935.93    | 0.03%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                              | KD 4.1 10/15/41                                 | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82556.97     | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.375 11/15/31                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $221386.72    | 0.02%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 4 03/01/27                                  | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    248000 | PA      | $247975.99    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                     | TRPCN 4.625 03/01/34                            | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $497094.64    | 0.06%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc.                                           | CHD 3.15 08/01/27                               | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88235.65     | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5190                                       | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372455 | PA      | $379632.44    | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | KMI 7.8 08/01/31 GMTN                           | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    263000 | PA      | $307989.41    | 0.03%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: —       |
| Philippines (Republic Of)                                         | PHILIP 5.25 05/14/34                            | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    700000 | PA      | $729600.15    | 0.08%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.4 02/12/52                                | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    780000 | PA      | $581769.28    | 0.06%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                     | SDART 2025-3 A3                                 | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201081.28    | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                             | WEC 1.375 10/15/27                              | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81732.47     | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Cap I Tst 2018-H3                                  | MSC 2018-H3 A5                                  | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002417.76   | 0.11%             | 2051-07-17      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 3.95 08/15/47                               | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116845.41    | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                    | WFCM 2019-C53 A4                                | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $144562.45    | 0.02%             | 2052-10-18      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NTRCN 4.125 03/15/35                            | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     89000 | PA      | $83872.63     | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2888                                       | CUSIP: 31418CF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36921 | PA      | $33067.59     | 0.00%             | 2047-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                       | PGR 3.7 03/15/52                                | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188017.39    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 3 10/15/50                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    369000 | PA      | $239880.47    | 0.03%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V4.443 01/20/48 MTN                         | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175731.11    | 0.02%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECE OWN TR 2025-1                                     | HAROT 2025-1 A3                                 | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282000 | PA      | $284851.59    | 0.03%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Pulte Group Inc                                                   | PHM 6 02/15/35                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $206019.20    | 0.02%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB4851                                       | CUSIP: 3140QQL94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19956 | PA      | $19820.25     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43                    | WFCM 2018-C43 A3                                | CUSIP: 95001LAT9<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-O            | CORP              | US        |    325152 | PA      | $323087.58    | 0.04%             | 2051-03-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                          | DE 5.05 06/12/34 MTN1                           | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521308.37    | 0.06%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                               | CGCMT 2019-GC43 AS                              | CUSIP: 17328HBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $466958.15    | 0.05%             | 2052-11-13      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                | CVECN 5.25 06/15/37                             | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    271000 | PA      | $270790.92    | 0.03%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8258                                       | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121160 | PA      | $122545.86    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 4.65 07/23/48                                 | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89322.13     | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.35 02/09/35                               | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $422475.27    | 0.05%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 5.35 02/11/49                             | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199069.28    | 0.02%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 4.15 04/15/32 144A                         | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247496.08    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                      | AMXCA 2023-2 A                                  | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $922279.04    | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                         | KLAC 4.95 07/15/52                              | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    615000 | PA      | $570317.16    | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Starbucks Corp.                                                   | SBUX 4.45 08/15/49                              | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    247000 | PA      | $210972.47    | 0.02%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHMS K136 A2                                    | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $912168.64    | 0.10%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NOC 5.2 06/01/54                                | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238632.24    | 0.03%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| The Charles Schwab Corporation                                    | SCHW 2.9 03/03/32                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    680000 | PA      | $629121.64    | 0.07%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                        | NDAQ 1.65 01/15/31                              | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $169646.25    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                       | ARES 5.6 10/11/54                               | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181929.58    | 0.02%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                               | MUFG V5.426 04/17/35                            | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $525781.72    | 0.06%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V1.953 02/04/32                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448563.33    | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                      | GSK 4.875 04/15/35                              | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408453.91    | 0.05%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.875 02/15/41                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $133619.14    | 0.01%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 3.5 04/01/51                                | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    310000 | PA      | $220856.69    | 0.02%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 6 10/31/33                                    | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    418000 | PA      | $450523.80    | 0.05%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 2.8 04/01/31                               | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    389000 | PA      | $353770.85    | 0.04%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                | VOD 5.875 06/28/64                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246667.68    | 0.03%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                  | MRSH 5.35 11/15/44                              | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194301.03    | 0.02%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                       | BRKHEC 6.25 10/15/37                            | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    224000 | PA      | $238714.85    | 0.03%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-165 A2                                   | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    450000 | PA      | $461566.23    | 0.05%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 5.55 03/15/56                              | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $502528.70    | 0.06%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DB V3.547 09/18/31                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    335000 | PA      | $321804.21    | 0.04%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                | VOD 5.75 06/28/54                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $147899.91    | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.3 02/15/30                                  | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    363000 | PA      | $366373.07    | 0.04%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 3.7 04/01/51                               | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    284000 | PA      | $184522.89    | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                            | MSI 4.6 05/23/29                                | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70074.48     | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM1568                                       | CUSIP: 3140J5W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244189 | PA      | $236986.46    | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD2253                                       | CUSIP: 3132DPQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37799 | PA      | $35718.24     | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 6.05 02/15/63                               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66951.01     | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA3240                                       | CUSIP: 31418CS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43252 | PA      | $43576.06     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.389 04/24/34                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479353.87    | 0.05%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                        | NDAQ 2.5 12/21/40                               | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114882.00    | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2025-A                                        | CNH 2025-A A3                                   | CUSIP: 12674BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $910444.95    | 0.10%             | 2030-08-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5146                                       | CUSIP: 3140XLWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239156 | PA      | $210927.72    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                | F 5.291 12/08/46                                | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    640000 | PA      | $547677.32    | 0.06%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                | MO 5.95 02/14/49                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113577.81    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BANK 2022-BNK39                                                   | BANK 2022-BNK39 AS                              | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $225832.35    | 0.03%             | 2055-02-18      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 11/15/34                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2055156.25   | 0.23%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                            | VRSK 5.25 03/15/35                              | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254173.91    | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | KMI 5.2 06/01/33                                | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417488.03    | 0.05%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                       | VZ 4.812 03/15/39                               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241434.95    | 0.03%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                          | AON 2.9 08/23/51                                | CUSIP: 03740LAB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    243000 | PA      | $151684.46    | 0.02%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS7007                                       | CUSIP: 3140XNYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19954 | PA      | $20466.27     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | MRK 3.9 03/07/39                                | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455409.39    | 0.05%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 5.1 02/20/35                                | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260882.27    | 0.03%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL I TRUST 2021-L7                            | MSC 2021-L7 A5                                  | CUSIP: 61772TBH6<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $410431.71    | 0.05%             | 2054-10-19      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                        | RCICN 3.8 03/15/32                              | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $382555.09    | 0.04%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                | VWALT 2025-A A3                                 | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373656.86    | 0.04%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.25 05/15/41                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $266027.34    | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.375 10/31/28                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1423886.72   | 0.16%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB4133                                       | CUSIP: 3140QPSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79235 | PA      | $78734.66     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 7.2 08/15/27                                | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    216000 | PA      | $226324.81    | 0.03%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 3.7 01/31/51                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $270003.32    | 0.03%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Company                                          | EMN 4.8 09/01/42                                | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81927.12     | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Providence Health & Services Obligated Group                      | PSJHOG 3.93 10/01/48 A                          | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $216549.68    | 0.02%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                       | CLR 4.9 06/01/44                                | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123745.97    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 5.1 06/18/50                             | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    415000 | PA      | $399194.95    | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                  | MRSH 5 03/15/35                                 | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509084.98    | 0.06%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                           | COMET 2025-A2 A                                 | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $657046.18    | 0.07%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA (THE) (CA)                | CA UNVHGR 4.86 05/15/2112                       | CUSIP: 91412GHA6<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     56000 | PA      | $48766.42     | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BV4147                                       | CUSIP: 3140MHTD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121374 | PA      | $110901.07    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC 5.606 01/15/44                              | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199448.43    | 0.02%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                                 | TT 4.5 03/21/49                                 | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    172000 | PA      | $152024.88    | 0.02%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                          | AXP 4.05 12/03/42                               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    147000 | PA      | $128471.48    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.375 05/15/51                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $558210.94    | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.597 03/24/51 GMTN                         | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202705.75    | 0.02%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2019-3         | GMCAR 2023-1 B                                  | CUSIP: 38013JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201756.82    | 0.02%             | 2028-09-18      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 6.125 08/25/36                                | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235747.94    | 0.03%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V2.972 02/04/33 MTN                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462318.71    | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 3.375 02/21/50                             | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72859.43     | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                             | JXN 5.67 06/08/32                               | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122303.35    | 0.01%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 4.2 10/03/47                                | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    201000 | PA      | $159243.20    | 0.02%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 4.8 03/01/50                               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    257000 | PA      | $196294.67    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MA 4.35 01/15/32                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507074.57    | 0.06%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.557 07/25/34 MTN                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526401.42    | 0.06%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                 | AMCR 2.69 05/25/31                              | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    501000 | PA      | $463250.28    | 0.05%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| Applovin Corp.                                                    | APP 5.5 12/01/34                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305841.40    | 0.03%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU V3.7 10/01/50                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $138440.51    | 0.02%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Panama (Republic of)                                              | PANAMA 8.875 09/30/27                           | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    280000 | PA      | $301064.60    | 0.03%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 3.75 08/15/42                               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $343112.56    | 0.04%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                   | REGN 1.75 09/15/30                              | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    215000 | PA      | $193877.52    | 0.02%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.375 05/15/27                                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2210818.74   | 0.25%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 5.5 04/01/63                               | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79810.87     | 0.01%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 10/31/27                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1011308.59   | 0.11%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.25 06/15/49                               | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    218000 | PA      | $199583.86    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                             | IBM 4.25 05/15/49                               | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202678.97    | 0.02%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL6307                                       | CUSIP: 3138EPAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25275 | PA      | $25551.81     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                            | NXPI 5 01/15/33                                 | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $255531.15    | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                       | VZ 4 03/22/50                                   | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    299000 | PA      | $234938.23    | 0.03%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3208                                       | CUSIP: 3140XJR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313325 | PA      | $261020.91    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V5.741 09/10/36                            | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $517980.31    | 0.06%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2764                                       | CUSIP: 31418CCA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12681 | PA      | $11357.92     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                         | KHC 4.25 03/01/31                               | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334810.99    | 0.04%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V3.311 04/22/42                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199179.89    | 0.02%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.125 02/15/31                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1195000 | PA      | $1066770.90   | 0.12%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM5331                                       | CUSIP: 3140J94R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29317 | PA      | $30029.17     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 5.25 04/01/53                              | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    221000 | PA      | $178679.20    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                       | LMT 4.7 05/15/46                                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185080.93    | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                     | ADNA 5.7 10/01/40                               | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212063.20    | 0.02%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | ES 5.95 02/01/29                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83960.14     | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 6.625 06/15/32                                | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $612032.76    | 0.07%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.15 03/22/30                                | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    109000 | PA      | $105519.52    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                         | K 4.5 04/01/46                                  | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    285000 | PA      | $257142.29    | 0.03%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS7878                                       | CUSIP: 3140XPXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19788 | PA      | $20591.88     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 5.7 06/01/34                                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1425520.03   | 0.16%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                       | BRKHEC 5.8 01/15/55                             | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666959.20    | 0.07%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                            | ROP 2 06/30/30                                  | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168021.62    | 0.02%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS 5.15 05/22/45                                | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    347000 | PA      | $327224.71    | 0.04%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 4.4 04/01/33                               | CUSIP: 161175CJ1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    535000 | PA      | $509752.25    | 0.06%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                         | CSAIL 2018-CX12 A4                              | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    779577 | PA      | $780966.20    | 0.09%             | 2051-08-17      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V2.687 04/22/32                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    460000 | PA      | $426177.37    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe B V                                             | TELEFO 8.25 09/15/30                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     86000 | PA      | $99347.28     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Tyson Foods, Inc.                                                 | TSN 4.875 08/15/34                              | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218941.73    | 0.02%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.875 05/15/43                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $521472.66    | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 6.95 01/15/38 MTN                           | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    700000 | PA      | $807757.24    | 0.09%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 2.44 01/15/32                               | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    310000 | PA      | $279730.17    | 0.03%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8331                                       | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18610 | PA      | $19004.53     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G07981                                       | CUSIP: 3128MAFW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75404 | PA      | $77908.52     | 0.01%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7642                                       | CUSIP: 3133KPP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229531 | PA      | $228006.73    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                   | SOLV 5.6 03/23/34                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313671.19    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C27                                    | BBCMS 2024-5C27 A3                              | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $421773.41    | 0.05%             | 2057-07-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                  | BMARK 2024-V5 AM                                | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $341803.18    | 0.04%             | 2057-01-12      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                    | MFCCN 3.703 03/16/32                            | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $86917.90     | 0.01%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 4.25 09/15/65                               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4205000 | PA      | $3614911.07   | 0.40%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Texas Instruments Inc.                                            | TXN 5.15 02/08/54                               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289264.29    | 0.03%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                      | T 4.625 11/15/55                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $998515.63    | 0.11%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS 4.375 01/22/47 MTN                           | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65310.52     | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                               | GIS 2.25 10/14/31                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    410000 | PA      | $368065.53    | 0.04%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                        | ADM 4.5 08/15/33                                | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354388.70    | 0.04%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co.                                              | EMR 5.25 11/15/39                               | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208488.84    | 0.02%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Company                                          | AXP V5.284 07/26/35                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $778814.22    | 0.09%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                           | CHTR 7.3 07/01/38                               | CUSIP: 88732JAN8<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    176000 | PA      | $190772.10    | 0.02%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2099                                       | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73105 | PA      | $58180.74     | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                     | TRPCN 7.25 08/15/38                             | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $323754.25    | 0.04%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                   | NHI 3 02/01/31                                  | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45885.33     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.125 06/15/39                              | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    317000 | PA      | $309373.97    | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | GM 6.6 04/01/36                                 | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    105000 | PA      | $115279.22    | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G07589                                       | CUSIP: 3128M9XS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1500 | PA      | $1570.89      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                    | HPE 6.2 10/15/35                                | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    455000 | PA      | $493345.32    | 0.05%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-162 A2                                   | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    900000 | PA      | $963463.98    | 0.11%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4600                                       | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36312 | PA      | $34357.56     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                  | FNMNT 2025-1 A                                  | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $306137.85    | 0.03%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                 | EXPE 3.25 02/15/30                              | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    358000 | PA      | $343589.67    | 0.04%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU V6.75 03/01/53                              | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375635.82    | 0.04%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                             | WSTP 6.82 11/17/33                              | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $282183.05    | 0.03%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                | KO 1.375 03/15/31                               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443835.76    | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                 | HSBC V5.133 11/06/36                            | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $606483.81    | 0.07%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K111 A2                                    | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    875000 | PA      | $796775.74    | 0.09%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| DREY INST PREF GOV MM-M                                           | DREY INST PREF GOV MM-M                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3495752 | NS      | $3495752.09   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company                                               | DIS 3.6 01/13/51                                | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $188011.72    | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Deutsche Telekom International Finance B.V.                       | DT 9.25 06/01/32                                | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    103000 | PA      | $129848.49    | 0.01%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5 05/15/50                                   | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    218000 | PA      | $186614.02    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                | SANTAN V3.225 11/22/32                          | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $184500.91    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.2 09/26/35                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    890000 | PA      | $860540.95    | 0.10%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Williams Companies Inc. (The)                                     | WMB 5.8 11/15/54                                | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398846.36    | 0.04%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Walt Disney Company                                               | DIS 3.5 05/13/40                                | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212197.94    | 0.02%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 4.25 04/01/46                                | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215402.05    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | MO 4 02/04/61                                   | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $183867.44    | 0.02%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 02/15/45                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $410125.00    | 0.05%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.424 07/21/34 MTN                          | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522605.67    | 0.06%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                    | FBINUS 4.5 03/25/52                             | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122232.96    | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                         | ORAFP 8.5 03/01/31                              | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    352000 | PA      | $424957.11    | 0.05%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QD2129                                       | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118361 | PA      | $98643.89     | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                   | BANK 2024-BNK47 A5                              | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $432086.69    | 0.05%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 3 01/15/34                                 | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    486000 | PA      | $428207.56    | 0.05%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Howard University                                                 | HOWUNI 5.209 10/01/52 22A                       | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280415.92    | 0.03%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1740                                       | CUSIP: 3132DN4Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171815 | PA      | $171176.75    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                    | WES 5.25 02/01/50                               | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191218.85    | 0.02%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Company                                       | EXC 5.3 02/01/53                                | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479661.70    | 0.05%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.875 08/15/28                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1432894.52   | 0.16%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                           | RSG 1.75 02/15/32                               | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    303000 | PA      | $264740.79    | 0.03%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V3.21 04/22/42                               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386074.25    | 0.04%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                  | GPC 2.75 02/01/32                               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137583.34    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2171                                       | CUSIP: 3140W2MV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71590 | PA      | $59775.69     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.85 03/01/39                                 | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28898.45     | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 5.65 09/15/64                                | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241779.99    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K073 A2                                    | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    750000 | PA      | $745000.08    | 0.08%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-164 A2                                   | CUSIP: 3137HDUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $424483.53    | 0.05%             | 2034-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                            | ROP 1.4 09/15/27                                | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48118.94     | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 5.875 02/15/40                               | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    468000 | PA      | $491647.34    | 0.05%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.25 06/30/27                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $1291636.03   | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 7 06/15/38                                    | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     65000 | PA      | $74173.09     | 0.01%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 4.05 05/04/47                               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    280000 | PA      | $231868.01    | 0.03%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K139 A2                                    | CUSIP: 3137H6LN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $559714.12    | 0.06%             | 2032-01-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                | ESS 4 03/01/29                                  | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49913.87     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM4231                                       | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156018 | PA      | $136869.32    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | COF 3.75 03/09/27                               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    229000 | PA      | $228686.36    | 0.03%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G61272                                       | CUSIP: 31335BMV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96256 | PA      | $90427.18     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                      | MCO 4.25 08/08/32                               | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319290.44    | 0.04%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNA 2019-M12 A2                                 | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    319941 | PA      | $312775.85    | 0.03%             | 2029-06-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RJ2862                                       | CUSIP: 3142GTFC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47929 | PA      | $48466.76     | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                        | STZ 4.9 05/01/33                                | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509454.16    | 0.06%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V5.35 06/01/34                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $743322.77    | 0.08%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                       | MBART 2025-1 A3                                 | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010936.99   | 0.11%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                     | ENBCN 4 11/15/49                                | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $118122.90    | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM5165                                       | CUSIP: 3140J9W31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40528 | PA      | $40062.14     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TC Pipelines, LP                                                  | TCP 3.9 05/25/27                                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156798.79    | 0.02%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.75 01/31/28                                 | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1370221.87   | 0.15%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8188                                       | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89754 | PA      | $74739.85     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5308                                       | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272556 | PA      | $228245.32    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 3.6 01/15/72                               | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    313000 | PA      | $204793.03    | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio Lp                                                | ESS 3 01/15/30                                  | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81457.19     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                           | IFF 5 09/26/48                                  | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     83000 | PA      | $75074.94     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                    | AEP 3.75 07/01/47 L                             | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $194159.46    | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                          | DVN 5 06/15/45                                  | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227830.79    | 0.03%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                          | DUK 4.2 08/15/45                                | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127221.24    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB6750                                       | CUSIP: 3140QSQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77502 | PA      | $79032.76     | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G61720                                       | CUSIP: 31335B4D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57662 | PA      | $55885.41     | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                   | BHP 4.125 02/24/42                              | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     98000 | PA      | $86442.77     | 0.01%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                  | GPC 1.875 11/01/30                              | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    159000 | PA      | $140491.50    | 0.02%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 5 09/15/34                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508174.04    | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | MO 3.4 02/04/41                                 | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    920000 | PA      | $722018.60    | 0.08%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| CRH America Finance, Inc.                                         | CRHID 5.875 01/09/55                            | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260123.00    | 0.03%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.5 11/15/54                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $732832.03    | 0.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                        | UNM 4.5 12/15/49                                | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    225000 | PA      | $177603.49    | 0.02%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3.4 10/15/52                               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    263000 | PA      | $179693.37    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                | VICI 5.75 04/01/34                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260374.55    | 0.03%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 5.25 04/01/44                              | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    183000 | PA      | $125567.33    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                 | EPD 5.2 01/15/36                                | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515815.48    | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                    | KR 4.65 01/15/48                                | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    189000 | PA      | $166046.75    | 0.02%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                   | UHS 2.65 01/15/32                               | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $277520.67    | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Block Financial Llc                                               | HRB 3.875 08/15/30                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $157245.06    | 0.02%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GE Healthcare Technologies Inc.                                   | GEHC 5.905 11/22/32                             | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216538.74    | 0.02%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 5.75 05/01/40                              | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $267552.15    | 0.03%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                    | GLPI 4 01/15/30                                 | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390922.92    | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 4.5 05/14/35                               | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247827.32    | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                              | GILD 4.75 03/01/46                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320740.66    | 0.04%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 3.25 05/15/51                               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $239332.67    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                               | FORDO 2024-C A4                                 | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504379.52    | 0.06%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                    | BRITEL 9.625 12/15/30                           | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    306000 | PA      | $374407.87    | 0.04%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                              | OTIS 3.112 02/15/40                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12028.38     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                | ARCC 5.8 03/08/32                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448338.62    | 0.05%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 5.5 06/01/34                               | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    565000 | PA      | $586013.17    | 0.07%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5391                                       | CUSIP: 31418E7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10708 | PA      | $11258.69     | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD5097                                       | CUSIP: 3132DSUW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65354 | PA      | $57282.01     | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                | VICI 6.125 04/01/54                             | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252140.37    | 0.03%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                      | ORCL 4.7 09/27/34                               | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    582000 | PA      | $547080.50    | 0.06%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                         | AEP 4.4 05/15/44                                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346842.36    | 0.04%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.45 09/15/34                               | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467569.05    | 0.05%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                               | VALET 2025-1 A4                                 | CUSIP: 92868MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510747.16    | 0.06%             | 2031-07-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                     | TACHEM 2.05 03/31/30                            | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $332383.27    | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                | ESS 4.875 02/15/36                              | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544205.51    | 0.06%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 3 01/15/52                                  | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    370000 | PA      | $238658.94    | 0.03%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                            | MRVL 2.95 04/15/31                              | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    278000 | PA      | $259930.65    | 0.03%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                      | CMI 5.3 05/09/35                                | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368524.98    | 0.04%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 4.1 09/15/67                                | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    357000 | PA      | $269226.36    | 0.03%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                         | CRHID 5.4 05/21/34                              | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523385.27    | 0.06%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C26                                     | BBCMS 2024-C26 A5                               | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $542983.80    | 0.06%             | 2057-05-17      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.375 05/15/44                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $213417.97    | 0.02%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 4.625 09/15/60                              | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2640000 | PA      | $2445671.25   | 0.27%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | COF V7.964 11/02/34                             | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $470968.88    | 0.05%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                  | AN 5.89 03/15/35                                | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $417562.88    | 0.05%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNA 2022-M10 A2                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    957026 | PA      | $864053.50    | 0.10%             | 2032-01-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.95 09/15/54                               | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497897.40    | 0.06%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                     | TACHEM 3.025 07/09/40                           | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    405000 | PA      | $317000.33    | 0.04%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC 5.25 03/14/44                              | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196714.26    | 0.02%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 4.4 12/01/61                               | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    508000 | PA      | $340587.75    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                               | FORDO 2024-C A3                                 | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $752899.35    | 0.08%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                         | EBAY 2.6 05/10/31                               | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    181000 | PA      | $166796.96    | 0.02%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4978                                       | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19614 | PA      | $19770.13     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                | CAG 5.75 08/01/35                               | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206456.49    | 0.02%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 5.95 04/01/55                              | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147280.79    | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                               | HII 4.2 05/01/30                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241764.01    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 03/15/27                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $1002520.80   | 0.11%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V2.299 07/21/32                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451056.53    | 0.05%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                      | AMXLMM 6.375 03/01/35                           | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $336795.65    | 0.04%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH                                            | NJ NJSTRN 7.41 01/01/2040                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    500000 | PA      | $612856.75    | 0.07%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 5.05 07/15/33                              | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412573.84    | 0.05%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 3.23 07/28/21                              | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    160000 | PA      | $90498.86     | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4869                                       | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87178 | PA      | $88950.53     | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 5.85 09/01/43                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    152000 | PA      | $113164.66    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K505 A2                                    | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    600000 | PA      | $612387.03    | 0.07%             | 2028-06-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                           | MA 3.95 02/26/48                                | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245042.39    | 0.03%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4209                                       | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303656 | PA      | $241815.97    | 0.03%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                            | WM 4.95 03/15/35                                | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257122.29    | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 2.55 06/15/31                               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    238000 | PA      | $219100.44    | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3729                                       | CUSIP: 3132E0EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85613 | PA      | $74321.75     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                     | TACHEM 3.175 07/09/50                           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    448000 | PA      | $307894.59    | 0.03%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                                    | BCRED 7.3 11/27/28                              | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    470000 | PA      | $491549.12    | 0.05%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                 | AIG 4.375 06/30/50                              | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    306000 | PA      | $255996.63    | 0.03%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 3.298 01/19/33                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    800000 | PA      | $717475.08    | 0.08%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                    | WES 4.05 02/01/30                               | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247069.68    | 0.03%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                   | COPAR 2023-1 A4                                 | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $553534.48    | 0.06%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 3.9 06/01/52                               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    140000 | PA      | $92231.07     | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                              | OTIS 2.565 02/15/30                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    448000 | PA      | $423494.25    | 0.05%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                           | ARW 3.875 01/12/28                              | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61703.53     | 0.01%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                       | FISV 4.4 07/01/49                               | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    238000 | PA      | $188641.49    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 3.3 03/11/41                               | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    550000 | PA      | $433249.05    | 0.05%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                           | RSG 2.375 03/15/33                              | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309899.36    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                        | LH 3.6 09/01/27                                 | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184324.69    | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MidMichigan Health                                                | MIHLTH 3.409 06/01/50 2020                      | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $252266.91    | 0.03%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 6.55 12/01/33                                | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    314000 | PA      | $347888.42    | 0.04%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 03/31/29                                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $367635.94    | 0.04%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                 | CCI 2.25 01/15/31                               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    390000 | PA      | $352651.50    | 0.04%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                            | MU 3.366 11/01/41                               | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159236.18    | 0.02%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                      | MCO 5 08/05/34                                  | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257539.64    | 0.03%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 3.2 07/06/46                             | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    940000 | PA      | $684646.70    | 0.08%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 5.8 09/15/62                               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    282000 | PA      | $281946.65    | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                        | DG 4.125 04/03/50                               | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    289000 | PA      | $229376.97    | 0.03%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2025-1 A                                   | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $763140.15    | 0.08%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                 | BRKHEC 6.125 04/01/36                           | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $438774.72    | 0.05%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                              | SUMIBK 5.454 01/15/32                           | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $264369.89    | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 05/15/55                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1272460.94   | 0.14%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | PSX 3.3 03/15/52                                | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    465000 | PA      | $312550.58    | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                            | DELL 3.45 12/15/51                              | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     52000 | PA      | $36466.65     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                           | MPLX 4.95 03/14/52                              | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129285.18    | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                           | ET 5.4 10/01/47                                 | CUSIP: 86765BAV1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147662.56    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 5.15 11/15/46 *                               | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    422000 | PA      | $392687.47    | 0.04%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V2.383 07/21/32                              | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451162.30    | 0.05%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB4371                                       | CUSIP: 3140QP2D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206240 | PA      | $195043.97    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                            | EXR 5.4 02/01/34                                | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309809.29    | 0.03%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 5.5 06/15/47                                | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    132000 | PA      | $126059.51    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                | EOG 5.65 12/01/54                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150213.38    | 0.02%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                | FFHCN 6 12/07/33                                | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $224585.73    | 0.02%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                    | HPE 6.35 10/15/45                               | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    227000 | PA      | $233492.40    | 0.03%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | ES 5.95 07/15/34                                | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267299.03    | 0.03%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                        | PPL 4.375 10/01/45                              | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346021.43    | 0.04%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.125 02/29/28                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2211600 | PA      | $2116051.96   | 0.24%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                       | OVV 7.2 11/01/31                                | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     81000 | PA      | $90791.01     | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                         | KHC 5.5 06/01/50                                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    321000 | PA      | $300195.35    | 0.03%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Walt Disney Company                                               | DIS 4.7 03/23/50                                | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451350.22    | 0.05%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 3.55 09/15/55                                 | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $785064.31    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                | F 3.25 02/12/32                                 | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    780000 | PA      | $702093.57    | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 02/15/27                                | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    608000 | PA      | $611313.12    | 0.07%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 05/15/35                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1230843.75   | 0.14%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 06/15/28                                | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2224062.49   | 0.25%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 4.95 09/01/32                              | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    221000 | PA      | $225296.68    | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AB8464                                       | CUSIP: 31417FMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110411 | PA      | $101176.93    | 0.01%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K95 MORTGAGE TRUST                                     | FHMS K095 A2                                    | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1460159.62   | 0.16%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM2923                                       | CUSIP: 3140X6G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269881 | PA      | $253057.68    | 0.03%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                         | CNA 2.05 08/15/30                               | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $191492.30    | 0.02%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 3.95 06/30/62                              | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    336000 | PA      | $205603.43    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                      | CFG 2.5 02/06/30                                | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37602.16     | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                       | BRKHEC 3.3 03/15/51                             | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    252000 | PA      | $165963.78    | 0.02%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group (U.S.) Inc.                                    | ACGL 5.144 11/01/43                             | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115633.54    | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                           | FHLB 5.625 03/14/36                             | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1135000 | PA      | $1274090.85   | 0.14%             | 2036-03-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | ARE 3.95 01/15/28                               | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94818.64     | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                 | CIXCN 3.2 12/17/30                              | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    798000 | PA      | $731235.69    | 0.08%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Company, LLC                       | WMB 4.6 03/15/48                                | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229000 | PA      | $201102.28    | 0.02%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA3089                                       | CUSIP: 3133KJNE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94302 | PA      | $83452.75     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.25 03/31/28                                 | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3120000 | PA      | $2987643.73   | 0.33%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08743                                       | CUSIP: 3128MJZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62570 | PA      | $61715.44     | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                   | XEL 5.5 03/15/34                                | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260904.01    | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                               | CEG 6.125 01/15/34                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547065.54    | 0.06%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RQ0028                                       | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811265 | PA      | $832161.04    | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barrick (PD) Australia Finance Pty Ltd                            | ABXCN 5.95 10/15/39                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $241459.80    | 0.03%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                   | GEHC 6.377 11/22/52                             | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $225501.42    | 0.03%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.55 03/21/31                                | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52744.17     | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                            | DELL 3.375 12/15/41                             | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $348351.92    | 0.04%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                       | PFE 4.875 11/15/35                              | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254834.27    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                | KO 3 03/05/51                                   | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $272757.59    | 0.03%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                   | BANK 2021-BN31 A4                               | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $452375.67    | 0.05%             | 2054-02-18      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                            | AMAT 5.1 10/01/35                               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312308.37    | 0.03%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Crown Castle Inc.                                                 | CCI 4.15 07/01/50                               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79557.71     | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                 | TSN 5.1 09/28/48                                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    289000 | PA      | $272244.43    | 0.03%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                    | WES 5.45 11/15/34                               | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254458.16    | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB9024                                       | CUSIP: 3140QVA20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19602 | PA      | $20705.75     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD4068                                       | CUSIP: 3132E0QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20115 | PA      | $20339.24     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 3.9 05/01/49                                 | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $397980.17    | 0.04%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.625 02/15/44                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    490000 | PA      | $434645.31    | 0.05%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                    | BRITEL 5.125 12/04/28                           | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    133000 | PA      | $136599.94    | 0.02%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                              | SUMIBK 5.632 01/15/35                           | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $534345.83    | 0.06%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 11/30/27                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2471600 | PA      | $2490957.65   | 0.28%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL5097                                       | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10077 | PA      | $10237.89     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                          | WAB 4.7 09/15/28                                | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151371.18    | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 2.65 12/10/45                            | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    440000 | PA      | $295604.96    | 0.03%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                 | CIXCN 4.1 06/15/51                              | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    616000 | PA      | $434275.29    | 0.05%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 MORTGAGE TRUST                                       | BMO 2024-5C5 A3                                 | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $252322.59    | 0.03%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 3.5 12/15/42                                | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4599000 | PA      | $3977546.99   | 0.44%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                               | CATMED 5.548 12/01/54                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492304.80    | 0.05%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS8468                                       | CUSIP: 3140XQMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21072 | PA      | $21768.60     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                               | EMACN 4.75 06/15/46                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $149660.65    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 6.05 06/01/54                               | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452487.76    | 0.05%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | ES 3.3 01/15/28 M                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     88000 | PA      | $86924.69     | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR V6.224 05/09/34                            | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $432969.49    | 0.05%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V4.912 07/25/33                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718355.40    | 0.08%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 3.625 03/15/32                              | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238234.23    | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                               | CSCO 5.3 02/26/54                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194726.46    | 0.02%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 5.25 02/01/55                               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   7900000 | PA      | $8149079.26   | 0.91%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL5780                                       | CUSIP: 3138ENM63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14864 | PA      | $15027.27     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 5.3 06/01/34                              | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261145.48    | 0.03%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FHMS K080 A2                                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $402044.18    | 0.04%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                | EIX 4.875 03/01/49 B                            | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    613000 | PA      | $529188.91    | 0.06%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA3617                                       | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6144 | PA      | $6287.45      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                 | BMARK 2020-B16 A4                               | CUSIP: 08161NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $376822.14    | 0.04%             | 2053-02-18      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.329 09/21/28                               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    151000 | PA      | $152618.31    | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA8755                                       | CUSIP: 3133KQWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44315 | PA      | $45298.11     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM3249                                       | CUSIP: 3140X6TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112337 | PA      | $103618.59    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                      | MAR 3.5 10/15/32 GG                             | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    688000 | PA      | $649765.02    | 0.07%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | GM 6.25 10/02/43                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    560000 | PA      | $574765.55    | 0.06%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 6 06/15/54                                 | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513784.23    | 0.06%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Vale Overseas Limited                                             | VALEBZ 3.75 07/08/30                            | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    208000 | PA      | $201888.91    | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                               | ABIBB 5 06/15/34                                | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260364.37    | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corporation                                              | MTB V6.082 03/13/32                             | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $374520.87    | 0.04%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 3.25 02/05/50                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176080.35    | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2997                                       | CUSIP: 31418CKK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77019 | PA      | $75549.95     | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                               | ABIBB 5.8 01/23/59                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519229.88    | 0.06%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FR SD8315                                       | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240526 | PA      | $242444.43    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016 P6                       | CGCMT 2017-P8 A3                                | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493998.61    | 0.05%             | 2050-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | D 6 01/15/36 B                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540989.89    | 0.06%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR V7.119 06/27/34                            | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $449262.28    | 0.05%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                  | WELL 2.8 06/01/31                               | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355585.92    | 0.04%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                          | LLOYDS V3.369 12/14/46                          | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $151513.86    | 0.02%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.875 02/08/29                               | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91105.71     | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNA 2022-M3 A2                                  | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $356277.85    | 0.04%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                              | HWM 5.95 02/01/37                               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82001.18     | 0.01%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                               | CSCO 5.35 02/26/64                              | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191693.88    | 0.02%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 4.625 03/15/52                              | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $663944.43    | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 5.875 12/16/36                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    510000 | PA      | $557837.05    | 0.06%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8221                                       | CUSIP: 3132DWD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73359 | PA      | $69325.40     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 2.65 08/15/30                              | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103074.73    | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                      | ABIBB 4.9 02/01/46 *                            | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    972000 | PA      | $914735.50    | 0.10%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                      | MAR 2.85 04/15/31 HH                            | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    231000 | PA      | $216287.44    | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.25 06/30/29                                 | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1565000 | PA      | $1557052.73   | 0.17%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                             | FCX 5.45 03/15/43                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148421.62    | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4962                                       | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42513 | PA      | $41421.94     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                               | VALET 2023-2 A4                                 | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $256325.82    | 0.03%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                            | DELL 8.1 07/15/36                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    418000 | PA      | $507964.68    | 0.06%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA2594                                       | CUSIP: 3133KH3B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29338 | PA      | $26948.79     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                 | NUE 2.979 12/15/55                              | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $191756.42    | 0.02%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL1542                                       | CUSIP: 31427NWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23386 | PA      | $23985.30     | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Partners LP / Williams Partners Finance Corporation      | WMB 6.3 04/15/40                                | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $545551.07    | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY (IL)                                    | IL CHITRN 6.9 12/01/2040                        | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    452306 | PA      | $517948.02    | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                         | VTRS 5.2 04/15/48                               | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248714.12    | 0.03%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                     | AEP 5.4 06/01/33                                | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    290000 | PA      | $302041.22    | 0.03%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                       | DKS 3.15 01/15/32                               | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232496.86    | 0.03%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Essential Properties LP                                           | EPRT 2.95 07/15/31                              | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    193000 | PA      | $178077.15    | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.5 01/31/28                                  | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2385000 | PA      | $2389751.36   | 0.27%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                     | SUTHEA 5.547 08/15/53                           | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97871.51     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K761 A2                                    | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    800000 | PA      | $819876.54    | 0.09%             | 2032-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC 6.5 09/15/37                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $284747.35    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K106 A2                                    | CUSIP: 3137FRUT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1412503.28   | 0.16%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.625 04/30/29                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2849902.33   | 0.32%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4437                                       | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1957815 | PA      | $1634033.59   | 0.18%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                              | BACCT 2025-A1 A                                 | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014646.42   | 0.11%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.625 11/15/44                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $504843.75    | 0.06%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                        | TCN 3.7 09/15/27                                | CUSIP: 87971MBF9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $129331.54    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-15YR                                       | CUSIP: 01F020430<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -300000 | PA      | $-279607.05   | -0.03%            | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Steris Irish Finco Unlimited Company                              | STE 2.7 03/15/31                                | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    239000 | PA      | $222294.48    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings Llc                                   | BRKHEC 5.8 01/15/35                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268107.09    | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                      | APO 5.15 08/12/35                               | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    430000 | PA      | $426218.75    | 0.05%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C33                                    | BBCMS 2025-5C33 A4                              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $222431.84    | 0.02%             | 2058-03-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                               | GIS 5.25 01/30/35                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354492.23    | 0.04%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Mylan Inc                                                         | VTRS 4.55 04/15/28                              | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41201.87     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                     | EQIX 3.2 11/18/29                               | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    256000 | PA      | $247494.79    | 0.03%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V2.676 06/19/41 MTN                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185914.75    | 0.02%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 5.45 06/15/34                               | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262465.92    | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4097                                       | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304795 | PA      | $278775.51    | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 MORTGAGE TRUST                                       | BMO 2025-C11 A5                                 | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $538447.51    | 0.06%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS6908                                       | CUSIP: 3140XNVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21847 | PA      | $20789.99     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4438                                       | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519436 | PA      | $453508.87    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD0855                                       | CUSIP: 3132DM5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257844 | PA      | $225486.12    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V3.785 03/17/33                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480818.12    | 0.05%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 5.25 03/01/37                                 | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    191000 | PA      | $195405.95    | 0.02%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V4.083 03/20/51 MTN                         | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    538000 | PA      | $436603.09    | 0.05%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUK 5.3 02/15/40                                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204370.52    | 0.02%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD3345                                       | CUSIP: 3132DQWE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609004 | PA      | $534310.89    | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                     | ED 5.5 12/01/39 09-C                            | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260471.55    | 0.03%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 3.7 02/02/42                             | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    455000 | PA      | $380659.87    | 0.04%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 2 01/15/32                                 | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    245000 | PA      | $216580.31    | 0.02%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                             | FR SL1881                                       | CUSIP: 31427PCT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209122 | PA      | $217350.33    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8175                                       | CUSIP: 3132DWCL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77418 | PA      | $73329.49     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                                          | WRB 4.75 08/01/44                               | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    108000 | PA      | $98996.23     | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER                               | HAROT 2024-2 A4                                 | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021160.10   | 0.11%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 04/15/27                                  | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505498.05    | 0.06%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNA 2023-M1S A2                                 | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $102875.06    | 0.01%             | 2033-04-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                             | PH 4.1 03/01/47                                 | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76265.92     | 0.01%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR V6.692 09/13/34                            | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $277953.41    | 0.03%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corporation                                               | OSK 4.6 05/15/28                                | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46475.83     | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 12/31/29                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1015117.19   | 0.11%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                             | CAH 5.15 09/15/35                               | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512147.66    | 0.06%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                     | WMB 5.15 03/15/34                               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666733.27    | 0.07%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                  | BNSF 4.55 09/01/44                              | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $105873.55    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA7930                                       | CUSIP: 3133KPY36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158878 | PA      | $157793.60    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5673                                       | CUSIP: 3140XMJT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20368 | PA      | $19843.56     | 0.00%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp.                                            | OGLETH 4.5 04/01/47                             | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213030.08    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PM 5.375 02/15/33                               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $538524.60    | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                               | SYF 5.15 03/19/29                               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    172000 | PA      | $174842.46    | 0.02%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                     | SPLLLC 5 03/15/27                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60281.76     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                           | Essential Utilities Inc                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236255.11    | 0.03%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                | HNDA 4.85 10/23/31 GMTN                         | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514351.99    | 0.06%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                              | STLD 3.45 04/15/30                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129430.09    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.516 11/19/55                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149757.41    | 0.02%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.5 02/15/45                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $367109.38    | 0.04%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                     | EQIX 1.8 07/15/27                               | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51495.25     | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 3.7 03/01/41                             | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    350000 | PA      | $295979.53    | 0.03%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                               | CSCO 5.1 02/24/35                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519592.65    | 0.06%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Capital One Multi Asset Execution Trust                           | COMET 2021-A2 A2                                | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $947915.54    | 0.11%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                   | BHP 5.5 09/08/53                                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $151561.09    | 0.02%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Brown & Brown Inc                                                 | BRO 5.55 06/23/35                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255356.77    | 0.03%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK V6.45 09/01/54                              | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210873.07    | 0.02%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                         | RTX 4.15 05/15/45                               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    129000 | PA      | $110188.52    | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                 | PNC V5.676 01/22/35                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530736.40    | 0.06%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                         | AEP 3.3 06/01/27 X                              | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148766.34    | 0.02%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                     | WMB 4.9 03/15/29                                | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76935.90     | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                | COP 5.05 09/15/33                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520463.15    | 0.06%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                         | RRX 6.4 04/15/33                                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    211000 | PA      | $229828.43    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHLMC 0 11/15/38                                | CUSIP: 3128X74S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2820000 | PA      | $1638871.23   | 0.18%             | 2038-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) Limited                                   | RIOLN 2.75 11/02/51                             | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $95015.71     | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                           | SON 2.85 02/01/32                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    245000 | PA      | $224995.39    | 0.03%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Waste Management, Inc.                                            | WM 1.5 03/15/31                                 | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $443006.03    | 0.05%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                               | ABIBB 5.55 01/23/49                             | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201383.24    | 0.02%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                   | PAA 4.9 02/15/45                                | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223494.76    | 0.02%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                | PCG 4.674 12/01/51 A-5                          | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $584207.89    | 0.06%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                        | UNM 5.75 08/15/42                               | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121355.06    | 0.01%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                     | ENBCN 5.7 03/08/33                              | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $584570.46    | 0.06%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 5.05 02/28/33                               | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268553.17    | 0.03%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES LLC                                      | ABIBB 4.7 02/01/36 *                            | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250641.14    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                    | GL 5.85 09/15/34                                | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210351.63    | 0.02%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 5.15 04/15/34                              | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516525.04    | 0.06%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Comcast Corporation                                               | CMCSA 4.2 08/15/34                              | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242630.43    | 0.03%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                              | GILD 2.6 10/01/40                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    247000 | PA      | $185099.61    | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                  | DUK 4.95 09/15/35                               | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250643.03    | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                   | CVS 4.125 04/01/40                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    447000 | PA      | $389114.03    | 0.04%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA5631                                       | CUSIP: 31418FHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715111 | PA      | $742685.32    | 0.08%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                   | BANK 2020-BN29 A4                               | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    509000 | PA      | $457572.18    | 0.05%             | 2053-11-18      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB8145                                       | CUSIP: 3140QUBP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61259 | PA      | $62496.20     | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 6.25 04/15/49                                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106205.48    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                      | KEY 4.9 08/08/32 BKNT                           | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603073.79    | 0.07%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 3 02/01/28                               | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    670000 | PA      | $659783.44    | 0.07%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                    | CARMX 2025-1 A4                                 | CUSIP: 14319WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258000 | PA      | $264694.50    | 0.03%             | 2030-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.25 04/30/28                                 | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1685000 | PA      | $1610688.86   | 0.18%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.875 08/15/45                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $505527.34    | 0.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                | COP 4.025 03/15/62                              | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    180000 | PA      | $133984.58    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 12/31/27                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $1305825.39   | 0.15%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                     | JEF 6.25 01/15/36                               | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    448000 | PA      | $469377.16    | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM1566                                       | CUSIP: 3140X4W44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87662 | PA      | $83742.77     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.625 02/15/29                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $978593.75    | 0.11%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                             | AL 4.625 10/01/28                               | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $77655.07     | 0.01%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                          | DVN 5.2 09/15/34                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461606.17    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust 2024-3              | BLAST 2024-3 D                                  | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512426.53    | 0.06%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-152 A2                                   | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $296791.09    | 0.03%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                      | MAR 4.625 06/15/30 FF                           | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    157000 | PA      | $159993.38    | 0.02%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V4.939 10/21/36                              | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139511.61    | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                              | WY 6.95 10/01/27                                | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298184.07    | 0.03%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RPM International Inc.                                            | RPM 3.75 03/15/27                               | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123823.99    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 2.55 12/01/33                                 | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    344000 | PA      | $298168.33    | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 6.7 12/01/55                               | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243974.34    | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                          | T 3.65 09/15/59                                 | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    594000 | PA      | $400021.71    | 0.04%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                              | GILD 2.8 10/01/50                               | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    213000 | PA      | $137132.44    | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                           | UDR 3.2 01/15/30 MTN                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    158000 | PA      | $153292.36    | 0.02%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 06/30/31                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $335778.32    | 0.04%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                            | WM 2.95 06/01/41                                | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116680.26    | 0.01%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                | FFHCN 4.85 04/17/28                             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    157000 | PA      | $159475.54    | 0.02%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                        | BAX 3.95 04/01/30                               | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    304000 | PA      | $297457.45    | 0.03%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NI 5.65 02/01/45                                | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52518.85     | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                        | TVA 4.25 09/15/52                               | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2850000 | PA      | $2511494.20   | 0.28%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                               | DIS 5.4 10/01/43                                | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153218.94    | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.4 03/22/41                                 | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    236000 | PA      | $187948.48    | 0.02%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QE9161                                       | CUSIP: 3133BKFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62850 | PA      | $62427.16     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                             | PH 4 06/14/49                                   | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86450.81     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1091                                       | CUSIP: 3132DNF81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259209 | PA      | $218675.38    | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                   | PSX 4.9 10/01/46                                | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89336.02     | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                 | PEG 3.8 01/01/43 MTN                            | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209386.40    | 0.02%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 2.375 07/15/31                              | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171660.68    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                            | SRE 6 10/15/39                                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    203000 | PA      | $214523.98    | 0.02%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                  | AJG 5.15 02/15/35                               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507101.69    | 0.06%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 6.375 08/15/27                                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    385000 | PA      | $401084.28    | 0.04%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 3.875 08/15/59                              | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181673.33    | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                              | HUBB 3.5 02/15/28                               | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60633.91     | 0.01%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                     | WMB 2.6 03/15/31                                | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129514.05    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BC4714                                       | CUSIP: 3140F0GY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45045 | PA      | $41989.43     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.831 04/19/35                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $801851.31    | 0.09%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                     | TRPCN 6.1 06/01/40                              | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $183409.18    | 0.02%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                              | ABXCN 5.25 04/01/42                             | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $211860.44    | 0.02%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 5.4 10/15/35                                | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510383.55    | 0.06%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 4.375 10/15/28                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124239.51    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G60145                                       | CUSIP: 31335AES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239445 | PA      | $232021.74    | 0.03%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                            | DELL 4.75 10/06/32                              | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504433.57    | 0.06%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NI 4.8 02/15/44                                 | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     81000 | PA      | $73999.25     | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2440                                       | CUSIP: 3140W2WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83074 | PA      | $85441.31     | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.25 05/31/28                                 | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1625000 | PA      | $1550732.41   | 0.17%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                   | PAA 3.55 12/15/29                               | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240216.87    | 0.03%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA5472                                       | CUSIP: 31418FCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317082 | PA      | $329488.35    | 0.04%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                     | NFLX 5.4 08/15/54                               | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198865.67    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD0093                                       | CUSIP: 3132DMC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183942 | PA      | $188231.96    | 0.02%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FHMS K124 A2                                    | CUSIP: 3137F9CT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    340000 | PA      | $309143.28    | 0.03%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                                         | SW 3 06/15/33                                   | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76823.18     | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 02/15/33                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1972656.25   | 0.22%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                               | SYF 3.95 12/01/27                               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109541.64    | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RJ1975                                       | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21739 | PA      | $22513.22     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 3.4 10/29/33                                | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    888000 | PA      | $810594.77    | 0.09%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 02/28/30                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2230000 | PA      | $2274425.78   | 0.25%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                     | WMB 5.75 06/24/44                               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    143000 | PA      | $145250.13    | 0.02%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 6.55 06/01/34                              | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    370000 | PA      | $393545.78    | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| BANK5 2024-5YR9                                                   | BANK5 2024-5YR9 A3                              | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $627733.16    | 0.07%             | 2057-08-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 09/30/27                                  | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3003457.02   | 0.33%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                 | NGGLN 5.418 01/11/34                            | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $240328.94    | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                               | SUZANO 5 01/15/30                               | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    352000 | PA      | $354606.27    | 0.04%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NI 4.375 05/15/47                               | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    131000 | PA      | $110916.98    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                | COP 5.55 03/15/54                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394488.41    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                    | WFCM 2021-C59 A4                                | CUSIP: 95003CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $371027.11    | 0.04%             | 2054-04-17      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA6815                                       | CUSIP: 3133KNSC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286305 | PA      | $251328.10    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                         | APODS 6.7 07/29/31                              | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    440000 | PA      | $454508.59    | 0.05%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                       | FISV 5.625 08/21/33                             | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362614.14    | 0.04%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                              | NOMURA 6.087 07/12/33                           | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $326110.77    | 0.04%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 06/30/29                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1693119.14   | 0.19%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RJ1974                                       | CUSIP: 3142GSFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38415 | PA      | $39547.14     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc.                                            | RPM 2.95 01/15/32                               | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188614.61    | 0.02%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.25 06/30/28                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1905468.74   | 0.21%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2405                                       | CUSIP: 31418BU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27037 | PA      | $26673.18     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                 | BRO 2.375 03/15/31                              | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    630000 | PA      | $566326.01    | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                         | AEP 5.65 04/01/34                               | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263981.54    | 0.03%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7777                                       | CUSIP: 3133KPUA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38702 | PA      | $38445.19     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-A                               | FORDO 2024-A A4                                 | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510620.94    | 0.06%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 02/29/28                                    | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1719822.26   | 0.19%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                             | FCX 5.4 11/14/34                                | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94154.04     | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                              | PYPL 3.25 06/01/50                              | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    288000 | PA      | $201510.82    | 0.02%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| The Cigna Group                                                   | CI 4.8 08/15/38                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    281000 | PA      | $272330.02    | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V2.831 10/24/51 MTN                         | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $96895.55     | 0.01%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 5.25 08/01/33 F                               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253919.17    | 0.03%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-B                                | HART 2024-B B                                   | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022262.71   | 0.11%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 09/30/30                                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3135000 | PA      | $3151532.22   | 0.35%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM1948                                       | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152381 | PA      | $161696.68    | 0.02%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1266                                       | CUSIP: 3132DNMP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276112 | PA      | $252452.68    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR V6.036 03/12/55                            | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $268721.53    | 0.03%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FNA 2016-M11 AL                                 | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    103412 | PA      | $97840.49     | 0.01%             | 2039-07-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| W.R. Berkley Corporation                                          | WRB 4 05/12/50                                  | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    185000 | PA      | $147074.80    | 0.02%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                          | HCA 3.5 07/15/51                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    248000 | PA      | $171221.82    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                         | EBAY 4 07/15/42                                 | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $116993.66    | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA6358                                       | CUSIP: 3133KNB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354437 | PA      | $295289.88    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                     | TACHEM 5.8 07/05/64                             | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $257514.09    | 0.03%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                               | CEG 5.75 10/01/41                               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103757.71    | 0.01%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                       | VTRS 4 06/22/50                                 | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205708.33    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                | XEL 4.5 06/01/52 39                             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84903.13     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                   | SANUK V2.896 03/15/32                           | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $371597.52    | 0.04%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 4.9 12/15/48                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99009.44     | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                      | TMO 5.086 08/10/33                              | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522069.11    | 0.06%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 3.839 03/20/60                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147681.23    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SEC TR 2020-GC47                                      | GSMS 2020-GC47 A5                               | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $420332.40    | 0.05%             | 2053-05-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2668                                       | CUSIP: 3140QM6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201569 | PA      | $182442.47    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                       | FISV 2.25 06/01/27                              | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    142000 | PA      | $138735.35    | 0.02%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                | XEL 5.25 04/01/53                               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283025.92    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                         | WTW 5.9 03/05/54                                | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248049.57    | 0.03%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.5 01/31/30                                  | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $851460.94    | 0.09%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V5.874 11/18/35                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $525077.44    | 0.06%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS4194                                       | CUSIP: 3140XKUU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101422 | PA      | $88932.48     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 05/15/27                                  | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $364260.94    | 0.04%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                         | WTW 4.65 06/15/27                               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    183000 | PA      | $184193.20    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8225                                       | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40805 | PA      | $37016.50     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                       | VTRS 3.85 06/22/40                              | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55967.60     | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                            | EQH 4.35 04/20/28                               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48243.87     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                               | CCCIT 2018-A7 A7                                | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $403246.69    | 0.04%             | 2030-10-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC 3.9 05/01/45                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245698.46    | 0.03%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND                   | WISDOMTREE GOVERNMENT MONEY MARKET DIGITAL FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6600000 | NS      | $6600000.00   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR ZM4908                                       | CUSIP: 3131XYNZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114516 | PA      | $109396.76    | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.55 03/09/49                                 | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24352.24     | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                               | CATMED 5.318 12/01/34                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21710.21     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                   | PSX 4.68 02/15/45                               | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174887.69    | 0.02%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                            | DELL 6.1 07/15/27                               | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    243000 | PA      | $249323.57    | 0.03%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AJ4044                                       | CUSIP: 3138AVP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335766 | PA      | $336197.84    | 0.04%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4436                                       | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84221 | PA      | $67020.65     | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                  | BMO V3.803 12/15/32                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $136912.65    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.25 08/15/46                                 | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $188224.61    | 0.02%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5044                                       | CUSIP: 3140XLTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96999 | PA      | $96854.28     | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Miami                                               | UNVMIA 4.063 04/01/52 2022                      | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    195000 | PA      | $161105.84    | 0.02%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.625 05/31/31                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $241679.69    | 0.03%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | ES 1.65 08/15/30 R                              | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    325000 | PA      | $290691.73    | 0.03%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                  | ESGR 4.95 06/01/29                              | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    171000 | PA      | $173532.57    | 0.02%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.55 02/06/53                              | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417613.51    | 0.05%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                           | SPG 4.75 03/15/42                               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    650000 | PA      | $612213.39    | 0.07%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                            | EQH 5 04/20/48                                  | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    139000 | PA      | $123945.03    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15                                     | BBCMS 2022-C15 A5                               | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $497717.79    | 0.06%             | 2055-04-16      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                 | AIG 3.875 01/15/35                              | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    212000 | PA      | $198816.04    | 0.02%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NI 5.25 02/15/43                                | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170797.47    | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNH Industrial N.V.                                               | CNH 3.85 11/15/27 MTN                           | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     89000 | PA      | $88819.20     | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.942 02/07/39                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    550000 | PA      | $579168.18    | 0.06%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K107 | FHMS K107 A1                                    | CUSIP: 3137FRZ95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    236118 | PA      | $226991.67    | 0.03%             | 2029-10-25      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 05/31/29                                  | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    610000 | PA      | $630301.56    | 0.07%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                         | JBL 3.95 01/12/28                               | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92833.45     | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                 | SUCN 6.8 05/15/38                               | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $245606.65    | 0.03%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | VZMT 2024-6 A1A                                 | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1758286.71   | 0.20%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                          | VMI 5 10/01/44                                  | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    205000 | PA      | $191063.71    | 0.02%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxalta Incorporated                                              | TACHEM 5.25 06/23/45                            | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13648.12     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Juniper Networks, Inc.                                            | JNPR 5.95 03/15/41                              | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127820.06    | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                       | FISV 2.65 06/01/30                              | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    583000 | PA      | $541384.50    | 0.06%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7935                                       | CUSIP: 3133KPY85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42657 | PA      | $43481.13     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V5.466 01/18/35                              | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    425000 | PA      | $444743.61    | 0.05%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 3.5 08/15/39                                | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $588209.16    | 0.07%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                      | RJF 3.75 04/01/51                               | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185187.37    | 0.02%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                | KO 2.75 06/01/60                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60007.58     | 0.01%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                  | MCD 4.45 03/01/47 MTN                           | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    451000 | PA      | $394546.50    | 0.04%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                          | LLOYDS V4.943 11/04/36                          | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $497124.85    | 0.06%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C15                                     | BBCMS 2022-C16 A5                               | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503343.48    | 0.06%             | 2055-06-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 3.8 12/01/57                                  | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    993000 | PA      | $697117.77    | 0.08%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                          | MPC 4.75 09/15/44                               | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40698.53     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 3.25 04/15/32                                | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477175.33    | 0.05%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                               | CGCMT 2019-GC41 A5                              | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $239781.32    | 0.03%             | 2056-08-11      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                     | ENBCN 5.55 06/20/35                             | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $262235.78    | 0.03%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                       | PFE 4.125 12/15/46                              | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168056.98    | 0.02%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | GM 5 04/01/35                                   | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    480000 | PA      | $476832.40    | 0.05%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Merck & Co., Inc                                                  | MRK 5.55 12/04/55                               | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351054.64    | 0.04%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.5 08/15/39                                  | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510000 | PA      | $523586.72    | 0.06%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN BV2851                                       | CUSIP: 3140MGEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271480 | PA      | $236525.45    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                         | SOBOCN 5.584 10/01/34                           | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270116.99    | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Company                               | PPL 5.85 08/15/55 .                             | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513173.09    | 0.06%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                   | MDT 4.625 03/15/45                              | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232214.27    | 0.03%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 3.625 04/15/52                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74392.58     | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                 | SUCN 4 11/15/47                                 | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $74442.63     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson, Inc.                                             | HOG 4.625 07/28/45                              | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    308000 | PA      | $247440.45    | 0.03%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 6.05 01/11/40                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    102000 | PA      | $102865.39    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 4.9 02/06/33                               | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293359.97    | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 2.375 03/15/51                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    376000 | PA      | $219120.70    | 0.02%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                      | GMALT 2025-3 A4                                 | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1209802.81   | 0.13%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                   | DLTR 2.65 12/01/31                              | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    478000 | PA      | $437156.36    | 0.05%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 3 10/29/28                                  | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    264000 | PA      | $256787.30    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                         | AES 5.8 03/15/32                                | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417283.56    | 0.05%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 5 05/15/45                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $475804.69    | 0.05%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                   | ROST 1.875 04/15/31                             | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196342.71    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                             | VALEBZ 6.4 06/28/54                             | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $262285.86    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| NNN REIT Inc                                                      | NNN 3.5 10/15/27                                | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114364.35    | 0.01%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                         | O 4.65 03/15/47                                 | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121665.97    | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.65 11/20/40                                | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $211641.17    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL0457                                       | CUSIP: 31427MQK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    378854 | PA      | $319185.08    | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                 | FNF 3.4 06/15/30                                | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229237.05    | 0.03%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westrock MWV LLC                                                  | SW 8.2 01/15/30                                 | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     36000 | PA      | $41232.99     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 4.7 04/15/48                               | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    402000 | PA      | $339659.21    | 0.04%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc.                               | BR 2.9 12/01/29                                 | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118457.90    | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 6.375 01/15/32                           | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    160000 | PA      | $177479.91    | 0.02%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                      | AEE 1.75 03/15/28                               | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    322000 | PA      | $308209.49    | 0.03%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                       | IL ILS 6.63 02/01/2035                          | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     69231 | PA      | $74046.45     | 0.01%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                        | TTEFP 5.488 04/05/54                            | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $495090.52    | 0.06%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                      | HON 5 03/01/35                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257734.12    | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 08/15/35                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1947351.56   | 0.22%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc.                                                     | ENBCN 5.95 04/05/54                             | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $516053.23    | 0.06%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                                        | ORIX 3.7 07/18/27                               | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $39915.47     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                       | PSX 4.875 11/15/44                              | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47926.45     | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                           | BG 2.75 05/14/31                                | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $190830.88    | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                    | PNW 4.5 04/01/42                                | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404734.27    | 0.04%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.875 11/20/50                               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $237437.13    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 02/15/41                                 | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $78310.55     | 0.01%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                        | PRU V4.5 09/15/47                               | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141264.05    | 0.02%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN FS5082                                       | CUSIP: 3140XLUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36893 | PA      | $37509.87     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                | EOG 5.35 01/15/36                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519671.52    | 0.06%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                   | EXC 2.85 09/15/51                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63791.47     | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 2.875 03/25/31                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $322800.66    | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                          | LLOYDS 4.344 01/09/48                           | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    344000 | PA      | $291712.38    | 0.03%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                | KO 2.875 05/05/41                               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78381.68     | 0.01%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                  | FHMS K077 AM                                    | CUSIP: 3137FG6Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | PA      | $300667.96    | 0.03%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA2897                                       | CUSIP: 3133KJGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66804 | PA      | $58833.15     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                         | FFCB 4.125 08/01/29                             | CUSIP: 3133ERNC1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2042068.53   | 0.23%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5.95 05/15/54                                | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386239.01    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                        | FIS 5.1 07/15/32                                | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442542.55    | 0.05%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 3.5 04/01/29                                | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    227000 | PA      | $223964.80    | 0.02%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                            | CMS 3.45 08/15/27                               | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136044.91    | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K749 A2                                    | CUSIP: 3137H74P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    350000 | PA      | $335452.49    | 0.04%             | 2029-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 1.957 02/11/31                              | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    109000 | PA      | $98049.80     | 0.01%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: —       |
| Boeing Co.                                                        | BA 3.95 08/01/59                                | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $331100.13    | 0.04%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                            | PSD 4.223 06/15/48                              | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335430.12    | 0.04%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.375 05/15/41                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $320400.00    | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                               | ABIBB 4.95 01/15/42                             | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485867.76    | 0.05%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 4.95 01/05/36                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    580000 | PA      | $594046.26    | 0.07%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08762                                       | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36480 | PA      | $35864.23     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | BMY 5.55 02/22/54                               | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148924.19    | 0.02%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions Inc                                            | MSI 2.75 05/24/31                               | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    231000 | PA      | $214388.03    | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | COF V6.051 02/01/35                             | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $462440.29    | 0.05%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                     | AEP 4.5 06/15/52 O                              | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429599.45    | 0.05%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS7751                                       | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22128 | PA      | $21548.31     | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Company                                              | BRKHEC 5.9 05/01/53 GG                          | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258288.63    | 0.03%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                 | FNF 4.5 08/15/28                                | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196485.54    | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                     | AEP 5.7 05/15/34                                | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529445.03    | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 11/30/28                                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1605000 | PA      | $1646190.82   | 0.18%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3630                                       | CUSIP: 3140QPA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67562 | PA      | $65832.48     | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                           | ET 4.95 01/15/43                                | CUSIP: 86765BAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    354000 | PA      | $322533.19    | 0.04%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                             | SO 4.95 05/17/33                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526223.20    | 0.06%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB5693                                       | CUSIP: 3140QRKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71331 | PA      | $73571.30     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 4.5 04/15/38                               | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    650000 | PA      | $604221.60    | 0.07%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ETR 4.2 04/01/50                                | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162271.05    | 0.02%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 5.45 09/20/52                             | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    600000 | PA      | $590996.14    | 0.07%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BBCMS MORTGAGE TRUST 2024-5C29                                    | BBCMS 2024-5C29 AS                              | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $415682.04    | 0.05%             | 2057-09-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                  | MCD 4.95 08/14/33                               | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291634.84    | 0.03%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA3692                                       | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45352 | PA      | $43158.00     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2839                                       | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258111 | PA      | $223781.99    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                          | MPC 4.5 04/01/48                                | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190202.48    | 0.02%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                             | TRGP 5.5 02/15/35                               | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $465783.89    | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                              | OWL 4.375 02/15/32                              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469104.90    | 0.05%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | ICE 3 09/15/60                                  | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $390651.18    | 0.04%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                 | ISRAEL 5.625 02/19/35 10Y                       | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    750000 | PA      | $787600.38    | 0.09%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                        | TTEFP 5.15 04/05/34                             | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $261954.76    | 0.03%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN FM8613                                       | CUSIP: 3140XCSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238443 | PA      | $220561.44    | 0.02%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | GM 6.8 10/01/27                                 | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60163.61     | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                    | CARMX 2025-3 A4                                 | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $916415.82    | 0.10%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4761                                       | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152443 | PA      | $154174.42    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc.                                              | DUK 7.75 03/01/31                               | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    253000 | PA      | $291743.83    | 0.03%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                             | VALEBZ 6.875 11/21/36                           | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    150000 | PA      | $172061.37    | 0.02%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 4.25 06/01/28                                 | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78542.41     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QB3856                                       | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1436162 | PA      | $1203681.35   | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.65 03/02/53                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499438.86    | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AE0104                                       | CUSIP: 31419ADJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62942 | PA      | $65185.38     | 0.01%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                              | POLAND 5.125 09/18/34 10Y                       | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    515000 | PA      | $534426.77    | 0.06%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR QA3850                                       | CUSIP: 31339UH37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189611 | PA      | $197944.33    | 0.02%             | 2049-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | EXC 4.95 06/15/35 *                             | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    151000 | PA      | $151398.48    | 0.02%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 07/31/27                                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3520781.23   | 0.39%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                               | CCCIT 2007-A3 A3                                | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $227874.58    | 0.03%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 5.8 03/15/35                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    114000 | PA      | $121926.26    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                        | FORDF 2018-4 A                                  | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $907621.07    | 0.10%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO REC TR 2025-P2                                       | CRVNA 2025-P2 A3                                | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008418.56   | 0.11%             | 2030-08-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                   | EXC 5.25 09/15/54                               | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237835.69    | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                           | FHLB 5.5 07/15/36                               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5565000 | PA      | $6217524.02   | 0.69%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.875 11/15/30                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6065000 | PA      | $5377949.22   | 0.60%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                            | NXPI 4.3 06/18/29                               | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    277000 | PA      | $278737.70    | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 4.6 03/15/49 A                                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    247000 | PA      | $209195.44    | 0.02%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 05/31/32                                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1485000 | PA      | $1523691.21   | 0.17%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | COF V6.377 06/08/34                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $542575.25    | 0.06%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 4.2 01/15/47                                | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    393000 | PA      | $326243.60    | 0.04%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5.3 04/15/47                                 | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    222000 | PA      | $202827.40    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 6.7 01/26/36                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    285000 | PA      | $311627.75    | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                      | BACR V5.088 06/20/30                            | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    657000 | PA      | $670309.23    | 0.07%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                  | BRX 4.05 07/01/30                               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229058.93    | 0.03%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 4.65 08/15/44                               | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    276000 | PA      | $246486.36    | 0.03%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                         | UNP 3.35 08/15/46                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111610.20    | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                          | VMC 5.7 12/01/54                                | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100929.36    | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB5592                                       | CUSIP: 3140QRGA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61136 | PA      | $62472.25     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 3.85 10/29/41                               | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $208154.53    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUK 5.4 01/15/54                                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491496.50    | 0.05%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                           | ET 5.3 04/01/44                                 | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    283000 | PA      | $264095.45    | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FHMS K741 AM                                    | CUSIP: 3137FF3Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    275000 | PA      | $263092.34    | 0.03%             | 2027-12-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 7.3 08/15/33                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    224000 | PA      | $260935.11    | 0.03%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.625 11/30/27                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1782400 | PA      | $1699267.74   | 0.19%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 5.375 12/15/31                              | CUSIP: 00774MBP9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $521710.29    | 0.06%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB9219                                       | CUSIP: 3140QVG57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191489 | PA      | $198144.61    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR SD8139                                       | CUSIP: 3132DWBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395091 | PA      | $314494.10    | 0.03%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3049                                       | CUSIP: 3140QNL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140588 | PA      | $122813.87    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                              | POLAND 5.5 04/04/53 30Y                         | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    250000 | PA      | $245231.01    | 0.03%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V5.572 04/22/36                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528319.03    | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 5.25 02/03/32                              | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250986.61    | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 5.805 05/01/50                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    471000 | PA      | $472863.33    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNA 2019-M5 A2                                  | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1323901 | PA      | $1310091.93   | 0.15%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                        | S 8.75 03/15/32                                 | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    222000 | PA      | $271210.96    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 5.168 01/15/37 144A                       | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503643.27    | 0.06%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 07/31/32                                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1527949.22   | 0.17%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD1618                                       | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18815 | PA      | $19179.96     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.75 07/31/27                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2476269.53   | 0.28%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 5.25 03/02/33                              | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $376927.73    | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB8702                                       | CUSIP: 3140QUU46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20733 | PA      | $21606.31     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                     | EQIX 3.9 04/15/32                               | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179259.71    | 0.02%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 5.8 06/15/38 20Y                             | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $400815.41    | 0.04%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.5 11/15/33                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1571484.38   | 0.17%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                       | RIOLN 4.125 08/21/42                            | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $271518.28    | 0.03%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | BMY 5.2 02/22/34                                | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261667.53    | 0.03%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FR SB8141                                       | CUSIP: 3132D6BJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202437 | PA      | $188723.20    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FHMS K741 A2                                    | CUSIP: 3137FF3X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    477821 | PA      | $461636.04    | 0.05%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                      | NNN 2.5 04/15/30                                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187513.85    | 0.02%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                             | SO 3.25 03/15/51 A                              | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $153519.08    | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8275                                       | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139396 | PA      | $138431.82    | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LOGISTICS PARTNERS OPERATIONS LP                           | ET 5.35 05/15/45                                | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221738.67    | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 5.25 02/15/34                                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311126.67    | 0.03%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.875 08/15/40                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    353000 | PA      | $336011.88    | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                | NRUC 5.8 01/15/33                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541408.99    | 0.06%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Weyerhaeuser Company                                              | WY 7.375 03/15/32                               | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    327000 | PA      | $375203.90    | 0.04%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM 4.85 02/01/44                               | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96065.62     | 0.01%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2607                                       | CUSIP: 3140XH3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192074 | PA      | $188022.50    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                               | NEE 2.75 11/01/29                               | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148635.96    | 0.02%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                      | OCINCC 7.75 01/15/29                            | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259871.56    | 0.03%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                          | ADC 5.625 06/15/34                              | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264203.30    | 0.03%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 4 01/31/52                                | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    650000 | PA      | $531646.48    | 0.06%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F070633<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $472887.00    | 0.05%             | 2055-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CD 2017 Cd3 Mortgage Trust                                        | CD 2017-CD5 A3                                  | CUSIP: 12515HAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517662 | PA      | $510399.58    | 0.06%             | 2050-08-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.25 11/15/40                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $282305.86    | 0.03%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                               | CF 4.95 06/01/43                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    335000 | PA      | $307847.47    | 0.03%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                  | MCD 2.125 03/01/30 MTN                          | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    213000 | PA      | $198916.00    | 0.02%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM4187                                       | CUSIP: 3140J8UM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166847 | PA      | $168676.49    | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                | KO 5.2 01/14/55                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245253.50    | 0.03%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                         | TD 5.298 01/30/32                               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $526410.86    | 0.06%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3 05/15/42                                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $299193.75    | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                        | BRKHEC 5.3 02/01/55                             | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291260.12    | 0.03%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BC8998                                       | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58302 | PA      | $54346.91     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G05923                                       | CUSIP: 3128M74G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3350 | PA      | $3511.28      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.625 02/15/55                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $897820.31    | 0.10%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corporation                                    | MFCCN 5.375 03/04/46                            | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $55904.19     | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 2.45 01/31/31                             | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $276783.93    | 0.03%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                        | RGA 6 09/15/33                                  | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    323000 | PA      | $345699.67    | 0.04%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM3592                                       | CUSIP: 3140X67E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85183 | PA      | $83515.75     | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CC0405                                       | CUSIP: 3140Y6NX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471643 | PA      | $493254.87    | 0.05%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2                               | WOART 2025-A A3                                 | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505454.55    | 0.06%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 01/15/27                                    | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $557189.64    | 0.06%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5165                                       | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18728 | PA      | $19069.09     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 4.4 02/22/62                               | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $400684.71    | 0.04%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                               | AEP 3.85 02/01/48 L                             | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38218.88     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.75 05/31/29                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1959765.62   | 0.22%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 4.95 07/13/47                               | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $289173.67    | 0.03%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                          | T 5.375 08/15/35                                | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259651.19    | 0.03%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 09/30/29                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2029453.12   | 0.23%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                            | DOW 4.25 10/01/34                               | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $245044.16    | 0.03%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD4807                                       | CUSIP: 3132DSKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174746 | PA      | $145968.70    | 0.02%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                           | BG 3.75 09/25/27                                | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96814.89     | 0.01%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0523                                       | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74502 | PA      | $65632.47     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5452                                       | CUSIP: 3140XMBW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20020 | PA      | $18971.74     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 5.93 05/01/60                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351642.65    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                       | ECL 2.125 08/15/50                              | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $226049.22    | 0.03%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                              | NOMURA 3.103 01/16/30                           | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    474000 | PA      | $454779.88    | 0.05%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                            | GM 5.95 04/01/49                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355038.60    | 0.04%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB7999                                       | CUSIP: 3140QT3H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18534 | PA      | $19307.52     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS4346                                       | CUSIP: 3140XKZL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95333 | PA      | $90721.57     | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                          | VMC 3.9 04/01/27                                | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111005.46    | 0.01%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V5.536 01/28/36                              | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $889449.83    | 0.10%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                    | CITI TRI PARTY                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | RA               | CORP              | US        |   9310000 | PA      | $9310000.00   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM1328                                       | CUSIP: 3140J5PN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117403 | PA      | $124568.80    | 0.01%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 3.125 12/15/49                               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173225.29    | 0.02%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 01/31/29                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1230371.48   | 0.14%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS7343                                       | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26076 | PA      | $24170.69     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                       | XYL 1.95 01/30/28                               | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140024.55    | 0.02%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 3.3 02/15/51                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    298000 | PA      | $203069.19    | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4785                                       | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143712 | PA      | $145056.64    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                  | BANK5 2024-5YR11 A3                             | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $401932.34    | 0.04%             | 2057-11-19      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                      | GE 6.75 03/15/32 MTNA                           | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    113000 | PA      | $129153.94    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB6256                                       | CUSIP: 3140QR5S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26999 | PA      | $27893.37     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                 | PNC V4.812 10/21/32                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715886.33    | 0.08%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                            | NXPI 2.65 02/15/32                              | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $189710.62    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                   | SBUX 4.8 02/15/33                               | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    488000 | PA      | $500633.96    | 0.06%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | ICE 4.25 09/21/48                               | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250980.49    | 0.03%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                        | ARESSI 6.35 08/15/29                            | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76548.48     | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.125 11/15/28                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1788046.87   | 0.20%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4980                                       | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46989 | PA      | $48262.81     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                            | NXPI 3.125 02/15/42                             | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $29828.43     | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                       | DT 8.25 06/15/30                                | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    296000 | PA      | $347238.15    | 0.04%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                              | DAL 3.75 10/28/29                               | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24573.97     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA1958                                       | CUSIP: 31418BE85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5278 | PA      | $5224.31      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 5.15 05/01/30                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    373000 | PA      | $386382.86    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                             | TRGP 4.95 04/15/52                              | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    435000 | PA      | $376338.66    | 0.04%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                | EIX 2.75 02/01/32                               | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453686.29    | 0.05%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.75 08/15/42                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $7979.69      | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                               | CHILE 3.1 05/07/41                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    417000 | PA      | $329600.52    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                          | VMC 4.5 06/15/47                                | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69832.73     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.625 05/31/27                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    315000 | PA      | $311726.95    | 0.03%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                               | NEM 2.6 07/15/32                                | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    586000 | PA      | $538666.18    | 0.06%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Jefferies Financial Group Inc                                     | JEF 4.15 01/23/30                               | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    228000 | PA      | $224717.94    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                     | BSX 6.25 11/15/35                               | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    215000 | PA      | $243952.18    | 0.03%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5164                                       | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113512 | PA      | $114326.75    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2                               | WOART 2025-A A4                                 | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $408402.21    | 0.05%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS 4.875 05/15/45                              | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    290000 | PA      | $271055.91    | 0.03%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                               | AEP 3.25 11/01/51                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    450000 | PA      | $302021.91    | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                 | ISRAEL 5.75 03/12/54 30Y                        | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    550000 | PA      | $537823.79    | 0.06%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2755                                       | CUSIP: 3140QNBZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710686 | PA      | $650702.46    | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                            | VIRPFS 4.877 05/01/31 A-2                       | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437263.78    | 0.05%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 05/31/27                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3014531.24   | 0.34%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                        | NDAQ 3.95 03/07/52                              | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     61000 | PA      | $46524.50     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.125 08/31/27                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1991132.80   | 0.22%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                          | VMC 4.7 03/01/48                                | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    305000 | PA      | $273495.94    | 0.03%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                        | BRKHEC 4.25 07/15/49                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419725.67    | 0.05%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.75 08/15/41                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    194000 | PA      | $180056.25    | 0.02%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F062630<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $155789.25    | 0.02%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS8518                                       | CUSIP: 3138WJPC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76675 | PA      | $71079.50     | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                      | MET 10.75 08/01/39                              | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    152000 | PA      | $202106.46    | 0.02%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Spectra Energy Partners, LP                                       | ENBCN 5.95 09/25/43                             | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155216.20    | 0.02%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                     | ICE 3 06/15/50                                  | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     87000 | PA      | $57546.67     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08786                                       | CUSIP: 3128MJ2U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23757 | PA      | $23961.52     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8191                                       | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53180 | PA      | $50359.40     | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.625 08/31/30                                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2010546.87   | 0.22%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                              | RY 2.3 11/03/31 GMTN                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $456523.38    | 0.05%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                      | PEG 5.45 04/01/34                               | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522980.53    | 0.06%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                               | DIS 4.75 11/15/46                               | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183832.80    | 0.02%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B33 MORTGAGE TRUST                                 | BMARK 2022-B33 A5                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $332288.35    | 0.04%             | 2055-03-17      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                        | LH 4.55 04/01/32                                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252197.16    | 0.03%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 4.125 11/16/28                              | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139856.49    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                         | A 2.3 03/12/31                                  | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    214000 | PA      | $195546.51    | 0.02%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V5.744 02/12/36                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045491.45   | 0.12%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | ARE 3.375 08/15/31                              | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    310000 | PA      | $292263.92    | 0.03%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM3415                                       | CUSIP: 3140X6YM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379733 | PA      | $356195.59    | 0.04%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 983077                                       | CUSIP: 31415LCN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4925 | PA      | $5085.31      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                        | BAX 3.132 12/01/51                              | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $140363.36    | 0.02%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                 | CBG 5.95 08/15/34                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427878.25    | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                         | BHI 4.08 12/15/47                               | CUSIP: 05723KAF7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203382.50    | 0.02%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 4.65 01/15/43                               | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452627.61    | 0.05%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                           | AEE 5.55 07/01/54                               | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450758.08    | 0.05%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                   | HD 3.3 04/15/40                                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    533000 | PA      | $442536.23    | 0.05%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                  | PSD 5.725 03/15/35                              | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258628.62    | 0.03%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                  | FN FA2452                                       | CUSIP: 3140W2WN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23825 | PA      | $21824.18     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                       | SCCO 5.875 04/23/45                             | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    242000 | PA      | $253561.92    | 0.03%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                                             | CAH 4.9 09/15/45                                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68906.86     | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 4.2 03/01/33                               | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    560000 | PA      | $553479.90    | 0.06%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                         | PHILIP 9.5 02/02/30                             | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    380000 | PA      | $455959.84    | 0.05%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 2.45 11/15/29                              | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282896.61    | 0.03%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 4.625 11/16/48                              | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80406.06     | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZS4643                                       | CUSIP: 3132A5EQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64782 | PA      | $63909.93     | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                    | INTNED V5.55 03/19/35                           | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $576609.89    | 0.06%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                            | HPQ 6 09/15/41                                  | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195551.76    | 0.02%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                      | T 3.125 02/15/42                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $224980.86    | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2781                                       | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16321 | PA      | $14617.32     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                 | LYB 3.8 10/01/60                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    210000 | PA      | $133441.92    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD7526                                       | CUSIP: 3132DVLF0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    179071 | PA      | $158746.65    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR RA7928                                       | CUSIP: 3133KPYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197970 | PA      | $196699.98    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.625 12/31/27                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1664824.21   | 0.19%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F050635<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1225000 | PA      | $1230677.88   | 0.14%             | 2056-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.125 08/31/29                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1970000 | PA      | $1950453.90   | 0.22%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM3364                                       | CUSIP: 3140J7W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241441 | PA      | $236371.88    | 0.03%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.75 12/31/28                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1247000 | PA      | $1259226.44   | 0.14%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 4.45 11/16/38                               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173699.30    | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 2.987 10/30/56                               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $631252.09    | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                      | MDLZ 1.875 10/15/32                             | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $282532.12    | 0.03%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| PG&E Wildfire Recovery Funding LLC                                | PCG 5.212 12/01/47 A-4                          | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $491418.86    | 0.05%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                              | STLD 3.25 01/15/31                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95773.75     | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                               | ONCRTX 5.65 11/15/33                            | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    350000 | PA      | $375231.00    | 0.04%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS2040                                       | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288086 | PA      | $239994.59    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                           | UNH 4.75 07/15/45                               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    102000 | PA      | $92410.89     | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                       | COF V5.817 02/01/34                             | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263891.95    | 0.03%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL2466                                       | CUSIP: 3138EJW46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121996 | PA      | $121340.46    | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 3.734 12/08/47                             | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $435000.40    | 0.05%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0660                                       | CUSIP: 3140XFWW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357454 | PA      | $358610.54    | 0.04%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                              | GILD 4.8 04/01/44                               | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    195000 | PA      | $182571.72    | 0.02%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB1274                                       | CUSIP: 3140QLMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349337 | PA      | $307145.80    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                             | WDSAU 5.1 09/12/34                              | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $502680.27    | 0.06%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 4.4 11/06/42                               | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363056.06    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                       | TELEFO 7.045 06/20/36                           | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    220000 | PA      | $249090.33    | 0.03%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.125 11/15/41                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $532958.98    | 0.06%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 6 08/03/55                                 | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    850000 | PA      | $749857.02    | 0.08%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                       | AWK 4.45 06/01/32                               | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383739.49    | 0.04%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.9 05/15/35                               | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    287000 | PA      | $251803.20    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Company                                            | TE 4.1 06/15/42                                 | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    537000 | PA      | $466372.24    | 0.05%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.25 02/15/52                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $522134.77    | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                               | SYK 4.85 02/10/30                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257798.78    | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NTRCN 5.25 01/15/45                             | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    429000 | PA      | $413506.31    | 0.05%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V5.561 11/19/45                              | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100244.03    | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 4.7 12/01/44                                  | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    171000 | PA      | $152705.13    | 0.02%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                         | INVH 2 08/15/31                                 | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    156000 | PA      | $137539.39    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 4.125 11/20/45                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    159000 | PA      | $141667.22    | 0.02%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                            | SO 4.95 12/15/46 F                              | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54455.96     | 0.01%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8368                                       | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97416 | PA      | $100127.07    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | HUM 4.8 03/15/47                                | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79606.80     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                    | CARMX 2025-4 A3                                 | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301535.31    | 0.03%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                             | PWR 3.05 10/01/41                               | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $122264.83    | 0.01%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 4.685 12/15/44                              | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39557.04     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                      | MDLZ 2.625 09/04/50                             | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61158.17     | 0.01%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 3.375 04/01/30 C                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369894.31    | 0.04%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5036                                       | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238190 | PA      | $233951.62    | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2 11/15/41                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $216656.25    | 0.02%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V4.33 03/15/50 MTN                          | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $637499.18    | 0.07%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM6024                                       | CUSIP: 3140X9VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466796 | PA      | $413055.50    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                        | BMO 2023-C6 A5                                  | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $545184.97    | 0.06%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0348                                       | CUSIP: 3140XFL66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73020 | PA      | $61519.70     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 4.25 09/15/46                               | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $98484.58     | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.125 11/30/29                                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $1033908.59   | 0.11%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 08/31/28                                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1125910.15   | 0.13%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                 | CNRCN 4.45 01/20/49                             | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $131213.58    | 0.01%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3606                                       | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36819 | PA      | $34797.46     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS4110                                       | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409970 | PA      | $358191.01    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                               | FITB V4.772 07/28/30                            | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71164.67     | 0.01%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8369                                       | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26060 | PA      | $27055.68     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 4.65 06/01/44                                 | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    272000 | PA      | $241495.93    | 0.03%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 5.05 03/15/34                              | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363413.99    | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                               | KIM 3.7 10/01/49                                | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46022.28     | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                 | BMARK 2021-B30 A5                               | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $365508.10    | 0.04%             | 2054-11-18      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO                                                  | WFC 5.5 08/01/35                                | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196791.79    | 0.02%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                      | NSC 2.9 08/25/51                                | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83466.67     | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 190397                                       | CUSIP: 31368HNN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84566 | PA      | $87321.84     | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2610                                       | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385831 | PA      | $322998.08    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.875 05/15/28                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $583662.11    | 0.06%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 2.375 02/15/42                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $532546.88    | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                | SO 4.4 05/30/47                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    174000 | PA      | $148996.40    | 0.02%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                            | UAL 4.15 08/25/31 AA                            | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59299 | PA      | $58652.14     | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                         | TOYOTA 4.8 01/05/34 MTN                         | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512798.34    | 0.06%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies HoldCo Inc.                                    | TT 5.75 06/15/43                                | CUSIP: 45687AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53293.96     | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                      | WMB 5.1 09/15/45                                | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    206000 | PA      | $192975.69    | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 2.5 02/01/31                                | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    505000 | PA      | $461817.65    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-4 Owner Trust                         | HAROT 2025-4 A3                                 | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007041.11   | 0.11%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                         | ORAFP 5.5 02/06/44                              | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    145000 | PA      | $146975.05    | 0.02%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NOC 5.25 05/01/50                               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392676.80    | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                           | COMET 2025-A3 A                                 | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $305867.21    | 0.03%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                               | KIM 2.25 12/01/31                               | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450564.85    | 0.05%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 4 10/15/28                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130399.64    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                              | WY 3.375 03/09/33                               | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     76000 | PA      | $70558.25     | 0.01%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.375 12/31/29                                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1549394.53   | 0.17%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.75 04/27/32                               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1120000 | PA      | $1102779.02   | 0.12%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                    | WFCM 2017-C39 A5                                | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $493907.20    | 0.05%             | 2050-09-16      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 5.15 10/15/43                               | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136498.60    | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                | CNQCN 4.95 06/01/47 GMTN                        | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    272000 | PA      | $247696.13    | 0.03%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | HUM 4.95 10/01/44                               | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     57000 | PA      | $49676.18     | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AS6386                                       | CUSIP: 3138WGCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31269 | PA      | $29101.27     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                  | BPLN 5.227 11/17/34                             | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523314.84    | 0.06%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                | ATH 6.25 04/01/54                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186813.38    | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                  | DTE 5.2 03/01/34                                | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523202.55    | 0.06%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V5.612 03/04/56                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165850.82    | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO REC OWN TR 2024-A                                     | NAROT 2024-A A4                                 | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511607.75    | 0.06%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                         | FFCB 1.95 08/13/40                              | CUSIP: 3133EL3Q5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1300000 | PA      | $918788.16    | 0.10%             | 2040-08-13      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 3.1 02/15/60                               | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $114565.99    | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                      | SO 5.2 06/15/33                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155492.23    | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD7504                                       | CUSIP: 3132DVKR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    225336 | PA      | $215394.87    | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                       | UPS 5.5 05/22/54                                | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247583.86    | 0.03%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                               | GPN 4.95 08/15/27                               | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276282.48    | 0.03%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.625 05/15/44                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1264648.44   | 0.14%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk6                                                    | BANK 2017-BNK6 A4                               | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    898620 | PA      | $889838.89    | 0.10%             | 2060-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS 6.75 10/01/37                                | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    549000 | PA      | $616550.97    | 0.07%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                               | GPN 5.4 08/15/32                                | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    218000 | PA      | $222042.22    | 0.02%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                      | NSC 3.7 03/15/53                                | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $377895.20    | 0.04%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                 | BMARK 2022-B35 AS                               | CUSIP: 08163RBT2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $917908.85    | 0.10%             | 2055-05-17      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5654                                       | CUSIP: 3140XMH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20473 | PA      | $20633.20     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                | CVECN 3.75 02/15/52                             | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    109000 | PA      | $79145.57     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Tennessee Valley Authority                                        | TVA 6.15 01/15/38                               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    738000 | PA      | $868935.27    | 0.10%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 5 01/15/36                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    550000 | PA      | $552655.89    | 0.06%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                      | MDLZ 2.75 04/13/30                              | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     43000 | PA      | $40810.75     | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V3.897 01/23/49                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241697.18    | 0.03%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DB V3.729 01/14/32                              | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380944.46    | 0.04%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                            | BATSLN 5.85 08/15/45                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    326000 | PA      | $326656.38    | 0.04%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                           | IP 4.4 08/15/47                                 | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24985.10     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                              | GM 3.1 01/12/32                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462567.61    | 0.05%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC                                | JCI 6 01/15/36 *                                | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    162000 | PA      | $177084.59    | 0.02%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                              | BXP 5.75 01/15/35                               | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    313000 | PA      | $319117.28    | 0.04%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                      | EXC V6.5 03/15/55                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262279.72    | 0.03%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 3.771 05/24/61                              | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    795000 | PA      | $499693.85    | 0.06%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD7501                                       | CUSIP: 3132DVKN4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    347192 | PA      | $342418.16    | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                  | MKL 5 04/05/46                                  | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156077.12    | 0.02%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD4710                                       | CUSIP: 3132DSGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57736 | PA      | $57341.69     | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.55 03/22/51                                | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    466000 | PA      | $337990.83    | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2023-C                                     | JDOT 2023-C A4                                  | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508903.87    | 0.06%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                   | WPC 5.375 06/30/34                              | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260091.52    | 0.03%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 5.3 05/06/44                                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $339868.87    | 0.04%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                             | SO 4.3 03/15/43                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    143000 | PA      | $126746.39    | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                       | TRGP 4.875 02/01/31                             | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    690000 | PA      | $698896.62    | 0.08%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                     | ED 5.125 03/15/35                               | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361538.25    | 0.04%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                | EIX 6.65 04/01/29                               | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    258000 | PA      | $273418.00    | 0.03%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 5.125 02/15/53                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218655.83    | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                      | ORCL 3.85 07/15/36                              | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213368.29    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                            | BATSLN 5.7 08/15/35                             | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    290000 | PA      | $306081.94    | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mtg Tr                                         | BMARK 2019-B10 A4                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988313.41    | 0.11%             | 2062-03-17      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.5 11/30/28                                  | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2145000 | PA      | $2039844.72   | 0.23%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                               | CATMED 4.35 11/01/42                            | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62517.82     | 0.01%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 2.659 05/24/31                              | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1163000 | PA      | $1048541.63   | 0.12%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.5 01/31/27                                  | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $417238.77    | 0.05%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corporation                                      | NOC 5.15 05/01/40                               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237947.03    | 0.03%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 3.5 08/01/50                                | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    490000 | PA      | $337307.01    | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS8306                                       | CUSIP: 3140XQGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86797 | PA      | $87557.66     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                  | MKL 3.5 11/01/27                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139891.66    | 0.02%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                        | RABOBK 5.25 08/04/45                            | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $239572.35    | 0.03%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Oneok Inc.                                                        | OKE 3.25 06/01/30                               | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    152000 | PA      | $146017.52    | 0.02%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                        | EVRG 2.9 09/15/29                               | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    124000 | PA      | $119227.09    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM3370                                       | CUSIP: 3140J7W84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126907 | PA      | $132344.42    | 0.01%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 4.75 02/15/33                               | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252973.58    | 0.03%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | KMI 3.25 08/01/50                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $74178.05     | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 2.85 02/14/30                             | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    550000 | PA      | $523288.66    | 0.06%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                | ATH 5.875 01/15/34                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    456000 | PA      | $464679.70    | 0.05%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| B.A.T. Capital Corporation                                        | BATSLN 2.259 03/25/28                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58048.76     | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                 | HSBC V4.762 03/29/33                            | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501115.43    | 0.06%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | VLO 4.9 03/15/45                                | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27549.18     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                   | AZN 6.45 09/15/37                               | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    651000 | PA      | $746693.80    | 0.08%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                         | INVH 4.875 02/01/35                             | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396833.70    | 0.04%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                  | PSA 5.1 08/01/33                                | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260845.11    | 0.03%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 4.375 05/15/55                             | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    383000 | PA      | $265144.86    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS5724                                       | CUSIP: 3140XMLE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143662 | PA      | $131013.40    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                       | UPS 5.25 05/14/35                               | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262818.78    | 0.03%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | D 5.7 08/15/53                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447983.40    | 0.05%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                     | TAP 4.2 07/15/46                                | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178993.98    | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.875 11/15/51                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    683000 | PA      | $394379.14    | 0.04%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 4.2 10/15/50                              | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    220000 | PA      | $180051.57    | 0.02%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                           | BNCN 5.968 03/04/54                             | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300015.16    | 0.03%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: —       |
| TOYOTA AUTO RECEIVABLES 2024-C OWNE                               | TAOT 2024-C A4                                  | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1267042.93   | 0.14%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                 | MKC 1.85 02/15/31                               | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    245000 | PA      | $219042.75    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA-30YR                                       | CUSIP: 01F030637<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $67867.28     | 0.01%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                     | ED 5.7 05/15/54                                 | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253315.77    | 0.03%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                | ATH 3.95 05/25/51                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     76000 | PA      | $52237.93     | 0.01%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Tennessee Valley Authority                                        | TVA 5.88 04/01/36                               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   7338000 | PA      | $8366832.73   | 0.93%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                | KRC 4.25 08/15/29                               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63873.53     | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8363                                       | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    183287 | PA      | $188282.99    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | FANG 5.75 04/18/54                              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488070.92    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Dow Chemical Co. (The)                                            | DOW 5.25 11/15/41                               | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    417000 | PA      | $374587.97    | 0.04%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.5 02/15/30                                  | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $464375.00    | 0.05%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 1.75 08/15/41                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1165000 | PA      | $813952.73    | 0.09%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 4.125 05/15/45                             | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    515000 | PA      | $372491.30    | 0.04%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.75 04/30/27                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $654547.26    | 0.07%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                             | DD 5.419 11/15/48                               | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239185.89    | 0.03%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                      | AMXCA 2024-1 A                                  | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017135.20   | 0.11%             | 2029-04-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                               | NEM 5.45 06/09/44                               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76205.64     | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                               | ALLY 2.2 11/02/28                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80957.66     | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FR SD8364                                       | CUSIP: 3132DWJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55666 | PA      | $57793.12     | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                           | IP 4.35 08/15/48                                | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    149000 | PA      | $122315.56    | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                          | JBS 6.25 03/01/56                               | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $511451.44    | 0.06%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8121                                       | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114367 | PA      | $95734.03     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                             | CHCOCH 3.7 11/15/29                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73969.65     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                           | CNP 4.95 08/15/35 AQ                            | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508418.74    | 0.06%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 3 01/15/52                                 | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    688000 | PA      | $459591.54    | 0.05%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                | ET 4.15 09/15/29                                | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    369000 | PA      | $370084.15    | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SNPS 5.15 04/01/35                              | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510804.45    | 0.06%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                   | BANK5 2024-5YR7 A3                              | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $345822.13    | 0.04%             | 2057-06-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                   | BWA 4.375 03/15/45                              | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    102000 | PA      | $87204.88     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                              | BXP 2.45 10/01/33                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289889.06    | 0.03%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                    | MS V3.971 07/22/38                              | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227308.27    | 0.03%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | SYY 5.95 04/01/30                               | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    233000 | PA      | $248073.50    | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                       | BCECN 5.1 05/11/33                              | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $257240.59    | 0.03%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts, L.P.                                       | HST 3.5 09/15/30 I                              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    544000 | PA      | $521837.55    | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                     | QCOM 3.25 05/20/50                              | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $279524.26    | 0.03%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                            | APTV 3.25 03/01/32                              | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $378654.83    | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NI V6.375 03/31/55                              | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    274000 | PA      | $285937.31    | 0.03%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Toyota Auto Receivables 2023-D Owner Trust                        | TAOT 2023-D A4                                  | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1028112.47   | 0.11%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                              | SBRA 3.9 10/15/29                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171551.55    | 0.02%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V5.518 10/25/35                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513716.86    | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BH9277                                       | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330414 | PA      | $315641.64    | 0.04%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                      | AMXCA 2025-4 A                                  | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507697.08    | 0.06%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.375 08/15/42                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $828207.03    | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                             | SO 3.7 01/30/50 B                               | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    220000 | PA      | $167901.41    | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                    | WFCM 2019-C51 AS                                | CUSIP: 95001VAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $712802.22    | 0.08%             | 2052-06-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                               | KIM 4.25 04/01/45                               | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86236.53     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.625 05/15/54                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $747773.44    | 0.08%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 5.375 01/01/32                              | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130161.61    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                       | AET 6.625 06/15/36                              | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    149000 | PA      | $166061.07    | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                        | STZ 3.5 05/09/27                                | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217945.64    | 0.02%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                | PERU 5.625 11/18/50                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    120000 | PA      | $119520.98    | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                    | MS 6.375 07/24/42                               | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $279574.41    | 0.03%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                  | CP 4.8 09/15/35                                 | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    349000 | PA      | $354697.58    | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                  | PCG 4.95 07/01/50                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    226000 | PA      | $195225.29    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2018-3                   | AMCAR 2023-2 B                                  | CUSIP: 03065UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508667.41    | 0.06%             | 2029-07-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3744                                       | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191132 | PA      | $160192.29    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K146 A2                                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $472441.13    | 0.05%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD6715                                       | CUSIP: 3132DUN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17922 | PA      | $18874.55     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZS4631                                       | CUSIP: 3132A5EC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32753 | PA      | $32312.21     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                           | INDON 4.45 04/15/70                             | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    387000 | PA      | $311142.68    | 0.03%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNA 2021-M3G A2                                 | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    260000 | PA      | $232136.27    | 0.03%             | 2031-01-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                    | SPGI 3.25 12/01/49                              | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $206178.65    | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                          | ORLY 4.2 04/01/30                               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276175.61    | 0.03%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                       | TELEFO 5.52 03/01/49                            | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    235000 | PA      | $219382.74    | 0.02%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                      | NNN 3.5 04/15/51                                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108531.81    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8374                                       | CUSIP: 3132DWJT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121870 | PA      | $126527.31    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR QF1236                                       | CUSIP: 3133BNLR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20292 | PA      | $20140.01     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.625 02/15/53                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $503859.38    | 0.06%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                               | SYK 4.625 03/15/46                              | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    168000 | PA      | $152133.60    | 0.02%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 3.7 03/22/61                                 | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    583000 | PA      | $403351.95    | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08868                                       | CUSIP: 3128MJ6E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8339 | PA      | $8542.20      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                 | PEG 5.45 03/01/54 MTN                           | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446339.28    | 0.05%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                       | RIOLN 5 03/14/32                                | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $519812.84    | 0.06%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Omnicom Group Inc                                                 | OMC 2.45 04/30/30                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    168000 | PA      | $156501.37    | 0.02%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                             | CAH 4.6 03/15/43                                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180044.12    | 0.02%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                     | TAP 5 05/01/42                                  | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64675.68     | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                             | URUGUA 7.625 03/21/36                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    360000 | PA      | $438949.88    | 0.05%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V5.333 03/27/36 .                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515473.74    | 0.06%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                       | AWK 4.15 06/01/49                               | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244176.84    | 0.03%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C V3.878 01/24/39                               | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    550000 | PA      | $491174.94    | 0.05%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                         | AES 2.45 01/15/31                               | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    132000 | PA      | $122401.53    | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| GXO Logistics Inc.                                                | GXO 2.65 07/15/31                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137271.92    | 0.02%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | LLY 5.1 02/09/64                                | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325730.45    | 0.04%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K127 A2                                    | CUSIP: 3137FXZ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $927235.86    | 0.10%             | 2031-01-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SNPS 5 04/01/32                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257882.42    | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB2773                                       | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49116 | PA      | $40902.48     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                             | GSMS 2018-GS9 A4                                | CUSIP: 36255NAT2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $748305.27    | 0.08%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                 | BMARK 2018-B7 A4                                | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $630250.98    | 0.07%             | 2053-05-16      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.625 03/31/27                                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $135797.27    | 0.02%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| American Express Credit Account Master Trust                      | AMXCA 2025-5 A                                  | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $206087.62    | 0.02%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 1.5 02/15/31                              | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176574.92    | 0.02%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN AS0516                                       | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212168 | PA      | $199095.36    | 0.02%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB3600                                       | CUSIP: 3140QPAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114704 | PA      | $108690.28    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                  | MKL 6 05/16/54                                  | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102114.17    | 0.01%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                               | KMI 5.05 02/15/46                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166153.82    | 0.02%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                            | SO 5.15 09/15/41                                | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191317.84    | 0.02%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.25 05/15/42                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $528900.00    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 4 11/15/47                                 | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $193127.95    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8372                                       | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549106 | PA      | $560181.52    | 0.06%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                         | PCG 5.256 01/15/38 A-2                          | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1093626.35   | 0.12%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 6.05 09/01/33                               | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161160.38    | 0.02%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC V5.605 04/23/36                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $737206.92    | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                             | ETR 5.7 03/15/54                                | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301250.00    | 0.03%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                          | MPC 5.7 03/01/35                                | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263405.34    | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                 | WFC 5.95 12/15/36 *                             | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    132000 | PA      | $140026.01    | 0.02%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 5.85 04/01/63                               | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249888.44    | 0.03%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4903                                       | CUSIP: 31418ENV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14008 | PA      | $14420.26     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 5.5 03/15/64                               | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133011.52    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance B.V.                                    | LYB 5.25 07/15/43                               | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $96536.58     | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                      | AMXCA 2025-3 A                                  | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1235404.48   | 0.14%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Vale S.A.                                                         | VALEBZ 5.625 09/11/42                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    184000 | PA      | $188123.21    | 0.02%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                 | MKC 3.4 08/15/27                                | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59718.58     | 0.01%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8373                                       | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308628 | PA      | $317001.82    | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                              | STLD 5.25 05/15/35                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308216.88    | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                        | AMT 3.8 08/15/29                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    239000 | PA      | $236853.27    | 0.03%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08672                                       | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35854 | PA      | $35410.21     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                       | TELEFO 5.213 03/08/47                           | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    350000 | PA      | $314727.32    | 0.03%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                         | DUK 5.25 03/15/35 *                             | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521525.08    | 0.06%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.8 11/15/37                               | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $362362.96    | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                 | SO 3.7 12/01/47 B                               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116831.69    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                          | MPC 5.15 03/01/30                               | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259148.80    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                             | LOW 5.75 07/01/53                               | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    394000 | PA      | $395410.87    | 0.04%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                              | BXP 4.5 12/01/28                                | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137189.23    | 0.02%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | LLY 4.875 02/27/53                              | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    262000 | PA      | $241449.04    | 0.03%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                     | USB V5.85 10/21/33                              | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $539033.41    | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                       | NTRCN 5.8 03/27/53                              | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $173614.31    | 0.02%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                            | FANG 6.25 03/15/33                              | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273307.47    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G07958                                       | CUSIP: 3128MAE70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54909 | PA      | $57281.49     | 0.01%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM5021                                       | CUSIP: 3140X8SK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109908 | PA      | $93301.97     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V5.468 01/23/35                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $786359.40    | 0.09%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 4.5 04/15/50                               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151116.36    | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 3.75 04/01/40                             | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253461.38    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                    | COP 4.875 10/01/47                              | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36740.87     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                            | SO 5.25 07/15/43                                | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    235000 | PA      | $229739.29    | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA3664                                       | CUSIP: 31418DCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5673 | PA      | $5564.23      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V5.502 01/24/36                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052110.69   | 0.12%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                               | GPN 4.15 08/15/49                               | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     81000 | PA      | $60453.32     | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3 08/15/52                                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    768900 | PA      | $572770.43    | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                        | EVRG 4.1 04/01/43                               | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129040.11    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                    | AZO 3.75 04/18/29                               | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141945.96    | 0.02%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D 4.35 08/15/32 A                               | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98230.20     | 0.01%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4281                                       | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    987644 | PA      | $826034.19    | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                  | CP 6.125 09/15/15                               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155712.48    | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                           | IP 4.8 06/15/44                                 | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267398.20    | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                      | SNPS 5.7 04/01/55                               | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250023.57    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 5.55 10/01/34                               | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276500.15    | 0.03%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                  | MCD 4.45 09/01/48 MTN                           | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347575.41    | 0.04%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8267                                       | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116018 | PA      | $117286.67    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.5 01/31/50                                | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    593000 | PA      | $459582.70    | 0.05%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 1.125 02/28/27                                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    627500 | PA      | $612878.76    | 0.07%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Oncor Electric Delivery Company LLC                               | ONCRTX 2.7 11/15/51                             | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    405000 | PA      | $247223.33    | 0.03%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 5.35 03/15/44                              | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100339.53    | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                               | VLO 6.625 06/15/37                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     56000 | PA      | $62921.08     | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | MRK 2.9 12/10/61                                | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    800000 | PA      | $475592.61    | 0.05%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                       | UPS 5.05 03/03/53                               | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    142000 | PA      | $131796.37    | 0.01%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA3665                                       | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86067 | PA      | $86346.46     | 0.01%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                    | AZO 3.75 06/01/27                               | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    173000 | PA      | $172656.31    | 0.02%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.875 04/30/29                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1476386.72   | 0.16%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                         | FFCB 4.25 07/17/28                              | CUSIP: 3133EPQD0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1018520.46   | 0.11%             | 2028-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carlisle Companies Inc.                                           | CSL 5.25 09/15/35                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    510000 | PA      | $527085.46    | 0.06%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                        | OXY 6.05 10/01/54                               | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199334.25    | 0.02%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| JBS USA HOLDING LUX SARL                                          | JBS 6.5 12/01/52                                | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $322124.93    | 0.04%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.125 08/15/46                               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $188471.46    | 0.02%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                         | PCG 5.536 07/15/47 A-3                          | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1051899.01   | 0.12%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                            | CMS V6.5 06/01/55                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261054.20    | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.25 01/31/30                                 | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1543183.59   | 0.17%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                 | SYY 3.25 07/15/27                               | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108183.82    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                | TMUS 4.375 04/15/40                             | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114245.19    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                              | JBLU 2.75 05/15/32 2019                         | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |    108654 | PA      | $97896.39     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                      | AMXCA 2025-2 A                                  | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101378.12    | 0.01%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 5.4 03/15/54                               | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245740.37    | 0.03%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM7409                                       | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287388 | PA      | $249467.30    | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 3.5 06/01/41                                  | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402129.85    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | EXC 3.35 03/15/32                               | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359411.38    | 0.04%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | HUM 5.5 03/15/53                                | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99122.14     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                               | XEL 3.7 08/15/47                                | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    250000 | PA      | $191769.36    | 0.02%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-A                             | MBALT 2025-A A4                                 | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018837.91   | 0.11%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                     | BDX 4.669 06/06/47                              | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    123000 | PA      | $111800.20    | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                        | BATSLN 4.39 08/15/37                            | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    345000 | PA      | $322847.12    | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                 | LPLA 5.65 03/15/35                              | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    530000 | PA      | $539059.12    | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                        | DCP 5.6 04/01/44                                | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94343.08     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 6.388 05/01/31                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $240575.25    | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                          | ALL 4.2 12/15/46                                | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207147.08    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 6.528 05/01/34                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    246000 | PA      | $276094.05    | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                        | CDW 3.276 12/01/28                              | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $156136.83    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 4.6 01/15/45                               | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    137000 | PA      | $86870.45     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 2.887 11/01/51                            | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $604389.46    | 0.07%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                  | BPLN 3.001 03/17/52                             | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    500000 | PA      | $329263.31    | 0.04%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 1.875 02/28/29                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1195000 | PA      | $1143699.02   | 0.13%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 5.5 02/23/54                                 | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195207.50    | 0.02%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Harley-Davidson Motor Cycle Trust 2019-A                          | HDMOT 2024-A A4                                 | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512623.63    | 0.06%             | 2031-12-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                            | DOW 6.9 05/15/53                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    336000 | PA      | $345190.22    | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                             | FN CB1552                                       | CUSIP: 3140QLWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147043 | PA      | $128425.42    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B38 MORTGAGE TRUST                                 | BMARK 2023-B38 A4                               | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354000 | PA      | $375931.55    | 0.04%             | 2056-04-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                            | LNC 7 06/15/40                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532496.51    | 0.06%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FR SB0422                                       | CUSIP: 3132CWPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72850 | PA      | $68421.20     | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DB V5.403 09/11/35                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205103.81    | 0.02%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FR SD1151                                       | CUSIP: 3132DNH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    863879 | PA      | $750269.26    | 0.08%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                 | CPB 5.25 10/13/54                               | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    255000 | PA      | $232088.27    | 0.03%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                      | ORCL 2.8 04/01/27                               | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    137000 | PA      | $134963.57    | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K145 A2                                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    700000 | PA      | $649059.68    | 0.07%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                           | FR SD8062                                       | CUSIP: 3132DV5X9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     14350 | PA      | $13140.90     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Air Products & Chemicals, Inc.                                    | APD 2.8 05/15/50                                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    146000 | PA      | $95493.64     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                    | DGX 2.8 06/30/31                                | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279820.64    | 0.03%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                       | UPS 4.25 03/15/49                               | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $209640.83    | 0.02%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                   | CAT 3.25 09/19/49                               | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145859.64    | 0.02%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | LLY 5.05 08/14/54                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236414.16    | 0.03%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.125 08/15/53                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    725000 | PA      | $665300.78    | 0.07%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                  | GMT 6.05 06/05/54                               | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155240.40    | 0.02%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8244                                       | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60303 | PA      | $58694.64     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                  | BPLN 3.06 06/17/41                              | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $195164.18    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 5.05 05/09/33                                | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259333.41    | 0.03%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4 03/31/30                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1005000 | PA      | $1025296.29   | 0.11%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corporation                                       | SCCO 5.25 11/08/42                              | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    239000 | PA      | $234446.99    | 0.03%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8286                                       | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20782 | PA      | $20239.37     | 0.00%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 MORTGAGE TRUST                                        | BMO 2024-C8 A5                                  | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $534743.09    | 0.06%             | 2057-03-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM9543                                       | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228727 | PA      | $200926.14    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                        | OKE 7.15 01/15/51                               | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $129559.36    | 0.01%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM3549                                       | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41592 | PA      | $41032.15     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | ARE 5.25 05/15/36                               | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    227000 | PA      | $228270.47    | 0.03%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 2.937 11/01/56                            | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $291674.36    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR RA5040                                       | CUSIP: 3133KLS57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825385 | PA      | $690098.77    | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AL5228                                       | CUSIP: 3138EMY21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69245 | PA      | $70348.99     | 0.01%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                             | BAC V5.288 04/25/34                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207707.28    | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS9616                                       | CUSIP: 3140XRVJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297693 | PA      | $272321.08    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 4.9 02/15/38                               | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497977.32    | 0.06%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FA1252                                       | CUSIP: 3140W1MA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    944149 | PA      | $972233.55    | 0.11%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 11/15/43                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1338593.75   | 0.15%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 5 03/01/43                                  | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93491.67     | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                       | RVTY 2.55 03/15/31                              | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183066.10    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.5 04/30/27                                  | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1256505.85   | 0.14%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                       | ABBV 4.75 03/15/45                              | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     73000 | PA      | $67852.13     | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA4547                                       | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99755 | PA      | $83109.77     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                        | LHX 1.8 01/15/31                                | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    415000 | PA      | $371961.37    | 0.04%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                        | VMW 2.2 08/15/31                                | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    361000 | PA      | $323460.26    | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                     | SDART 2025-4 A3                                 | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010349.38   | 0.22%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                  | MRK 4.55 09/15/32                               | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512187.65    | 0.06%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                    | C V6.02 01/24/36                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524822.62    | 0.06%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                  | PARA 4.85 07/01/42                              | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $106337.39    | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                               | D V7 06/01/54 B                                 | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    400000 | PA      | $434645.63    | 0.05%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                        | LDOS 2.3 02/15/31                               | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    340000 | PA      | $308886.69    | 0.03%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                       | AET 4.75 03/15/44                               | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105766.73    | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 4.8 07/15/46 *                               | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    429000 | PA      | $385320.51    | 0.04%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.75 11/15/53                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $741976.56    | 0.08%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                     | RF V5.502 09/06/35                              | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310782.42    | 0.03%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 1.875 02/28/27                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    690000 | PA      | $678895.31    | 0.08%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                        | ZBH 5.75 11/30/39                               | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    153000 | PA      | $160354.87    | 0.02%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                              | PANAMA 4.5 01/19/63                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    240000 | PA      | $186345.78    | 0.02%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc                                                      | AVGO 4.8 02/15/36                               | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461346.88    | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN AU6739                                       | CUSIP: 3138X6PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80269 | PA      | $77752.90     | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                     | MLM 5.5 12/01/54                                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63895.83     | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | BMY 5 08/15/45                                  | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    321000 | PA      | $306428.31    | 0.03%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 6.4 03/15/54                                | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167819.42    | 0.02%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                             | ARE 5.625 05/15/54                              | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193738.48    | 0.02%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                      | T 3.875 03/15/28                                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4545000 | PA      | $4588852.14   | 0.51%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                | R 6.6 12/01/33                                  | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $112805.67    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                 | HIG 3.6 08/19/49                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     99000 | PA      | $73710.08     | 0.01%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                     | F 2.9 02/10/29                                  | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247473.31    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                | HBAN V5.605 01/28/41                            | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251303.53    | 0.03%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BU1061                                       | CUSIP: 3140M2FB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385868 | PA      | $340076.58    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                          | JBS 7.25 11/15/53                               | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $457873.44    | 0.05%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNA 2021-M1G A2                                 | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $451063.21    | 0.05%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K511 A2                                    | CUSIP: 3137HB3G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    750000 | PA      | $769356.24    | 0.09%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.875 02/15/43                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $370750.00    | 0.04%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                           | SJM 6.5 11/15/53                                | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $275000.72    | 0.03%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                            | TFC V5.153 08/05/32 MTN                         | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259563.05    | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                          | JBS 6.75 03/15/34                               | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    345000 | PA      | $384732.16    | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 3.15 02/21/40                              | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60328.92     | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                    | HPE 4.85 10/15/31                               | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101464.69    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CB1802                                       | CUSIP: 3140QMAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257098 | PA      | $216425.53    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                             | AL 2.1 09/01/28                                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     74000 | PA      | $70283.62     | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group Inc.                                       | MIZUHO V5.669 09/13/33                          | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $428144.28    | 0.05%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K517 A2                                    | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1041884.84   | 0.12%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                          | ORLY 1.75 03/15/31                              | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35554.93     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS3392                                       | CUSIP: 3140XJXW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75798 | PA      | $74029.20     | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 5.05 08/05/62                              | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71693.45     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                 | LYB 4.2 10/15/49                                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    210000 | PA      | $152557.61    | 0.02%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                   | CAT 3.803 08/15/42                              | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $342229.73    | 0.04%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE MEDICAL CENTER                                         | MNTEFI 4.287 09/01/50                           | CUSIP: 61237WAG1<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $166543.67    | 0.02%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA3638                                       | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8649 | PA      | $8483.50      | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                               | ONCRTX 4.1 11/15/48                             | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    220000 | PA      | $179064.22    | 0.02%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.85 04/01/60                              | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    251000 | PA      | $152898.46    | 0.02%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc.                                            | AON 5.45 03/01/34                               | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $365525.42    | 0.04%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                               | DIS 6.65 11/15/37                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    260000 | PA      | $300229.85    | 0.03%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                       | VZ 4.862 08/21/46                               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $720949.76    | 0.08%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                  | WEC 4.3 10/15/48                                | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    690000 | PA      | $585679.44    | 0.07%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 4.625 02/15/35                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1582617.19   | 0.18%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                         | RTX 5.15 02/27/33                               | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261776.92    | 0.03%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                  | KMI 5.4 09/01/44                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56204.72     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 6.625 10/15/36                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223670.89    | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K750 A2                                    | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    260000 | PA      | $254506.48    | 0.03%             | 2029-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                   | SBUX 4.3 06/15/45                               | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258851.90    | 0.03%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                        | STZ 4.5 05/09/47                                | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    160000 | PA      | $137820.80    | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                | BBVASM V6.033 03/13/35                          | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213960.95    | 0.02%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 3.65 06/01/51                                 | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    510000 | PA      | $365403.67    | 0.04%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                       | HUM 2.15 02/03/32                               | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87340.26     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc.                                                       | PFE 7.2 03/15/39                                | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $845928.97    | 0.09%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 4.15 08/05/32                              | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733844.50    | 0.08%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Norfolk Southern Corporation                                      | NSC 4.1 05/15/49                                | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    183000 | PA      | $148520.98    | 0.02%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                   | AZN 4.375 08/17/48                              | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88656.88     | 0.01%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                        | PPC 6.875 05/15/34                              | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $336304.68    | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                               | FORDL 2025-A A4                                 | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303959.06    | 0.03%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                        | BA 3.5 03/01/39                                 | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20975.46     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                               | CMCSA 2.65 08/15/62                             | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $416724.54    | 0.05%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                        | CDW 3.569 12/01/31                              | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $289749.55    | 0.03%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                  | DTE 3.95 03/01/49                               | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202139.80    | 0.02%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FN MA5073                                       | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292614 | PA      | $300626.85    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                   | LLY 4.6 08/14/34                                | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507807.40    | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNA 2019-M4 A2                                  | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    832805 | PA      | $825374.00    | 0.09%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                      | BACR 5.25 08/17/45                              | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    305500 | PA      | $298773.33    | 0.03%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                      | ADSK 2.4 12/15/31                               | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80658.98     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.6 04/01/50                               | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    233000 | PA      | $145834.57    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 3.875 05/15/43                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $508535.16    | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                | PCG 5.099 06/01/52 A-5                          | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $741691.16    | 0.08%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                      | HON 3.812 11/21/47                              | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79976.77     | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                 | HIG 4.4 03/15/48                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68580.77     | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNMA 5.625 07/15/37                             | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5358000 | PA      | $6036495.41   | 0.67%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS0705                                       | CUSIP: 3140XFYB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292917 | PA      | $280270.45    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                    | C 6.675 09/13/43                                | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     54000 | PA      | $61001.26     | 0.01%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BU1062                                       | CUSIP: 3140M2FC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391211 | PA      | $339458.39    | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                              | ELV 3.65 12/01/27                               | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41841.27     | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                          | T 3.85 06/01/60                                 | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    540000 | PA      | $377526.97    | 0.04%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                     | NI 3.6 05/01/30                                 | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    465000 | PA      | $456440.59    | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FNA 2020-M1 A2                                  | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1400000 | PA      | $1341940.57   | 0.15%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                      | T 4.25 08/15/54                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $543568.75    | 0.06%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                      | ORCL 3.6 04/01/40                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    314000 | PA      | $236139.24    | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                    | CARMX 2025-2 A3                                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252918.88    | 0.03%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                          | JBS 3 05/15/32                                  | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    419000 | PA      | $381965.92    | 0.04%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN BM5950                                       | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700501 | PA      | $651943.97    | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axis Specialty Finance LLC                                        | AXS 3.9 07/15/29                                | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99545.57     | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA8005                                       | CUSIP: 3140QF3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226217 | PA      | $180167.10    | 0.02%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                         | GS V5.387 02/02/41                              | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496589.46    | 0.06%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FS7667                                       | CUSIP: 3140XPQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71364 | PA      | $56808.47     | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K158 A2                                    | CUSIP: 3137FJY60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1504965.09   | 0.17%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                              | CHTR 6.384 10/23/35                             | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    269000 | PA      | $281068.55    | 0.03%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.5 08/31/27                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1666700 | PA      | $1596288.43   | 0.18%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA5792                                       | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216964 | PA      | $220514.67    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc.                                            | AON 5.75 03/01/54                               | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198067.36    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 4.663 06/15/51                             | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    137000 | PA      | $119825.39    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                 | INTC 5.625 02/10/43                             | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245304.46    | 0.03%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 3.4 03/15/50                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    468000 | PA      | $332074.29    | 0.04%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                      | NSC 2.55 11/01/29                               | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88682.04     | 0.01%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN CA4427                                       | CUSIP: 3140QB4M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269371 | PA      | $246407.05    | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                            | DOW 7.375 11/01/29                              | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    148000 | PA      | $162818.27    | 0.02%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                           | WTRG 3.566 05/01/29                             | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    197000 | PA      | $194273.08    | 0.02%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SL0620                                       | CUSIP: 31427MVN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649061 | PA      | $666371.19    | 0.07%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN FM3173                                       | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394926 | PA      | $382324.91    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                | RPRX 3.3 09/02/40                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     96000 | PA      | $75854.97     | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                          | SWKS 3 06/01/31                                 | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145771.77    | 0.02%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                 | HIG 4.3 04/15/43                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    143000 | PA      | $126470.41    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Company                                  | EXC 4.25 09/15/48                               | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    260000 | PA      | $218760.88    | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                       | SCCO 6.75 04/16/40                              | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $241015.20    | 0.03%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                             | UBER 4.8 09/15/34                               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551690.95    | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                          | ALL 5.25 03/30/33                               | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209034.01    | 0.02%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                      | BMY 2.55 11/13/50                               | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $241964.78    | 0.03%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                      | AVGO 2.6 02/15/33                               | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    378000 | PA      | $336565.33    | 0.04%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                  | MCD 4.875 07/15/40 MTN                          | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39197.88     | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 2.875 05/15/32                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1674257.80   | 0.19%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                               | ADI 5.05 04/01/34                               | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523497.59    | 0.06%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8361                                       | CUSIP: 3132DWJE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253207 | PA      | $255379.21    | 0.03%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN 889372                                       | CUSIP: 31410KCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64141 | PA      | $65470.48     | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc.                                                   | BKU 5.125 06/11/30                              | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131513.91    | 0.01%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                      | EXC 5.6 03/15/53                                | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    196000 | PA      | $190631.15    | 0.02%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                       | SANUSA V6.342 05/31/35                          | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $204813.43    | 0.02%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                | DGELN 5.625 10/05/33                            | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $268153.59    | 0.03%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                              | JPM V4.81 10/22/36                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119772.57    | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 3.875 04/30/30                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2792646.48   | 0.31%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                | RPRX 3.55 09/02/50                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $209041.33    | 0.02%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FHMS K121 A2                                    | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $453781.93    | 0.05%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                            | ES 4.55 06/01/52                                | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129125.11    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                        | BATSLN 4.906 04/02/30                           | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105834.66    | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NOC 4.03 10/15/47                               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    518000 | PA      | $426057.85    | 0.05%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                      | SHW 4.5 06/01/47                                | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238273.41    | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                 | CPB 2.375 04/24/30                              | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    185000 | PA      | $171378.25    | 0.02%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD8362                                       | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271434 | PA      | $276397.75    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 4.75 03/08/44 MTN                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    504000 | PA      | $421644.91    | 0.05%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G08733                                       | CUSIP: 3128MJY79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7496 | PA      | $7199.07      | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                            | TXN 5.05 05/18/63                               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137223.47    | 0.02%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                        | AMGN 4.563 06/15/48                             | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349719.55    | 0.04%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                     | AEP 3.95 06/01/28                               | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119970.20    | 0.01%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD4301                                       | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41751 | PA      | $43855.35     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                | ET 7.5 07/01/38                                 | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $70835.32     | 0.01%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                   | CI 2.375 03/15/31                               | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    237000 | PA      | $217452.88    | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.625 08/15/30                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2648320.31   | 0.29%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                    | ALB 5.05 06/01/32                               | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254970.40    | 0.03%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Conagra Brands Inc                                                | CAG 8.25 09/15/30                               | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    300000 | PA      | $345227.00    | 0.04%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 3.65 07/21/27                               | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $159399.83    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FG G67701                                       | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39471 | PA      | $36885.28     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FN MA2854                                       | CUSIP: 31418CE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28690 | PA      | $25695.77     | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                  | FR SD6736                                       | CUSIP: 3132DUPV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70743 | PA      | $70178.02     | 0.01%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                              | PYPL 5.25 06/01/62                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91653.81     | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                               | HAL 7.45 09/15/39                               | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    173000 | PA      | $209222.40    | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                      | SO 4.25 07/01/36                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189522.52    | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                            | TFC V4.964 10/23/36 MTN                         | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509359.45    | 0.06%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                              | FRT 4.5 12/01/44                                | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    183000 | PA      | $162542.59    | 0.02%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                    | MEX 5.55 01/21/45                               | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    425000 | PA      | $398629.42    | 0.04%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                  | FHMS K094 A2                                    | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1150000 | PA      | $1123096.10   | 0.12%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD            | FHMS K-166 A2                                   | CUSIP: 3137HHJA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $515776.07    | 0.06%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                      | T 0.375 07/31/27                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2245000 | PA      | $2150815.22   | 0.24%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                   | CSX 3.8 04/15/50                                | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    144000 | PA      | $112138.29    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                              | JPM V5.576 07/23/36                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259922.95    | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** WisdomTree Trust

**Signature:** Clint Martin

**Name of Signer:** Clint Martin

**Title:** Assistant Treasurer