# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-25-000116
**Filing Date:** 2025-9
**Character Count:** 573186
**Document Hash:** 07565d074c8a0fd1aaa39532673f5815
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-25-000116.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0000106444-25-000116

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUNDS
- **CENTRAL INDEX KEY:** 0000106444

**ORGANIZATION NAME:**
- **EIN:** 231899003
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 251343496

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD FIXED INCOME SECURITIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTMINSTER BOND FUND INC
- **DATE OF NAME CHANGE:** 19800619

## Series and Classes Contracts Data

### Vanguard Long-Term Investment-Grade Fund (Series ID: S000002588)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000007101 | Investor Shares | VWESX           |
| C000007102 | Admiral Shares  | VWETX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

- **b. Investment Company Act file number:** 811-02368

- **c. CIK number of Registrant:** 0000106444

- **d. LEI of Registrant:** 549300F3N7VQKU6I4K64

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD LONG-TERM INVESTMENT-GRADE FUND

- **b. EDGAR series identifier (if any):** S000002588

- **c. LEI of Series:** 4IWOXNHIBJ1X5UBP4985

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $11327762842.43

**Total Liabilities:** $114527987.15

**Net Assets:** $11213234855.28

**Cash Not Reported:** $195612.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10510.66396877 | **1-Year:** -216997.02035855 | **5-Year:** -886795.79131751 | **10-Year:** -5576204.36149137 | **30-Year:** -5438968.55024070

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

- **3-Month:** -36.31786255 | **1-Year:** -714.46085473 | **5-Year:** -2807.38044367 | **10-Year:** -15128.67318781 | **30-Year:** -9283.90065692

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007102 | -1.03%               | 2.99%                | -0.10%               |
| Class ID C000007101 | -1.04%               | 2.98%                | -0.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-50198930.05            | $-104812972.76                             |
| Month 2  | $-24848757.18            | $303496889.12                              |
| Month 3  | $-46559915.57            | $-16103908.35                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Long Credit A or Better Bond Index

- **Index Identifier:** I03602

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10295000 | PA      | $9833226.42   | 0.09%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   15660000 | PA      | $17160259.32  | 0.15%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1125705.36   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                            | PETROLEOS DEL PE                   | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |     418000 | PA      | $279275.92    | 0.00%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2647000 | PA      | $2372636.54   | 0.02%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $841660.68    | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $37444.17     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                    | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3980000 | PA      | $4725814.19   | 0.04%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2842000 | PA      | $2009597.44   | 0.02%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     112000 | PA      | $83731.94     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   28931000 | PA      | $25611420.90  | 0.23%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   13244000 | PA      | $10197658.56  | 0.09%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                   | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    7638000 | PA      | $7955753.78   | 0.07%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                        | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   18967000 | PA      | $14200005.87  | 0.13%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1246341.45   | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -887992000 | NC      | $19269541.75  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        167 | NC      | $-3385.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3056000 | PA      | $2689963.78   | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28393000 | PA      | $24931314.37  | 0.22%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2544000 | PA      | $1606654.14   | 0.01%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2496559.03   | 0.02%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1642000 | PA      | $1172765.40   | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY                   | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1094441.64   | 0.01%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10774000 | PA      | $10370553.99  | 0.09%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   12394000 | PA      | $12107879.92  | 0.11%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      86000 | PA      | $73552.68     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   17301000 | PA      | $13657195.73  | 0.12%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6888000 | PA      | $6846152.71   | 0.06%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $71968.75     | 0.00%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5118104.82   | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1577119.80   | 0.01%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     554000 | PA      | $393284.71    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10445000 | PA      | $9140068.34   | 0.08%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                   | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    7455000 | PA      | $5941291.03   | 0.05%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   34227000 | PA      | $28469692.07  | 0.25%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9296.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   17644000 | PA      | $13672746.88  | 0.12%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23400000 | PA      | $21301312.50  | 0.19%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3643000 | PA      | $2845097.61   | 0.03%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12772000 | PA      | $11546331.70  | 0.10%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3866000 | PA      | $2873657.07   | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   52563000 | PA      | $40933972.39  | 0.37%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |     700000 | PA      | $775809.80    | 0.01%             | 2044-03-22      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $2983287.46   | 0.03%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   17538000 | PA      | $11185281.46  | 0.10%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19718000 | PA      | $19948805.11  | 0.18%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                    | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   11565000 | PA      | $6390904.35   | 0.06%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Nomura Securities International, Inc.                                            | NOM TSY FICC                       | CUSIP: N/A<br>LEI: OXTKY6Q8X53C9ILVV871       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                      | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1625501.76   | 0.01%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Central Texas Turnpike System                                                    | TX TRANSPRTN COMM                  | CUSIP: 88283KBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $37618.05     | 0.00%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3867000 | PA      | $3135994.66   | 0.03%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B              | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4425000 | PA      | $3412705.14   | 0.03%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6438758.55   | 0.06%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13810000 | PA      | $7795894.15   | 0.07%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7005.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE                   | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1377649.51   | 0.01%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                   | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2262000 | PA      | $2314189.14   | 0.02%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6347000 | PA      | $4708432.71   | 0.04%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3470000 | PA      | $3485247.11   | 0.03%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11432000 | PA      | $9834381.20   | 0.09%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    6645000 | PA      | $6119692.82   | 0.05%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10462000 | PA      | $10117080.94  | 0.09%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4198000 | PA      | $3358905.27   | 0.03%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   34404000 | PA      | $29336774.52  | 0.26%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $875824.36    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A                 | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5292000 | PA      | $3856546.59   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1961383.90   | 0.02%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3307000 | PA      | $2334833.14   | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     957000 | PA      | $660197.12    | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8109000 | PA      | $8563505.56   | 0.08%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12963000 | PA      | $10176549.87  | 0.09%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   16926000 | PA      | $15268000.30  | 0.14%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13746000 | PA      | $13510277.54  | 0.12%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   10456000 | PA      | $10349192.27  | 0.09%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $2767994.52   | 0.02%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5800000 | PA      | $4388062.50   | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1               | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19505000 | PA      | $14164593.42  | 0.13%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $850156.25    | 0.01%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: 25714PFB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    3307000 | PA      | $3389560.38   | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   18322000 | PA      | $13118685.93  | 0.12%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3007267.08   | 0.03%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                     | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    9346000 | PA      | $7133014.68   | 0.06%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3355861.47   | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1183968.71   | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                           | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   25992000 | PA      | $20818698.40  | 0.19%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                   | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1197879.35   | 0.01%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $2642028.23   | 0.02%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $15657172.61  | 0.14%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                      | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     400000 | PA      | $328443.96    | 0.00%             | 2041-10-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  156892000 | PA      | $143377464.33 | 1.28%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                     | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    5402000 | PA      | $3858361.92   | 0.03%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |    1300000 | PA      | $1442767.36   | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                   | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1113916.70   | 0.01%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   20999000 | PA      | $17083468.08  | 0.15%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1980748.80   | 0.02%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   15330000 | PA      | $9085257.20   | 0.08%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    5384000 | PA      | $4784654.47   | 0.04%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                    | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   14795000 | PA      | $8755430.22   | 0.08%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   10647000 | PA      | $10810485.11  | 0.10%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3323863.44   | 0.03%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2874174.03   | 0.03%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB              | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1340000 | PA      | $1483456.11   | 0.01%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   32487000 | PA      | $29191158.12  | 0.26%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $1764417.42   | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22000000 | PA      | $21863359.32  | 0.19%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10664.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                   | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       9200 | PA      | $6907.01      | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     916000 | PA      | $529019.18    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     484200 | PA      | $400264.57    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33831000 | PA      | $33962108.99  | 0.30%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA              | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   24935000 | PA      | $15919199.69  | 0.14%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6534000 | PA      | $5149042.64   | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: 445545AX4<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    5600000 | PA      | $5669279.45   | 0.05%             | 2055-09-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16316000 | PA      | $13495583.77  | 0.12%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3386000 | PA      | $2808411.65   | 0.03%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $3972179.64   | 0.04%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7110000 | PA      | $5593493.38   | 0.05%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   17842000 | PA      | $16559038.70  | 0.15%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                   | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1814260.35   | 0.02%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   24031000 | PA      | $18759010.73  | 0.17%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9232000 | PA      | $11675963.63  | 0.10%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7930000 | PA      | $8513734.91   | 0.08%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $945998.21    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                        | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1814586.30   | 0.02%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4413064.34   | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   34387000 | PA      | $21363808.53  | 0.19%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   34351000 | PA      | $33215130.59  | 0.30%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6583000 | PA      | $5777800.36   | 0.05%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                   | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2029809.68   | 0.02%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1444972.40   | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $1074955.08   | 0.01%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $804492.19    | 0.01%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                         | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    7012000 | PA      | $6395430.07   | 0.06%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3194919.58   | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                           | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   15994000 | PA      | $14002354.03  | 0.12%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                   | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    6053000 | PA      | $5279776.77   | 0.05%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q               | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7445000 | PA      | $6272102.79   | 0.06%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     783000 | PA      | $851950.52    | 0.01%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7332000 | PA      | $6280858.23   | 0.06%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                    | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2909000 | PA      | $2277409.96   | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE                   | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $1727605.33   | 0.02%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5482000 | PA      | $5486804.48   | 0.05%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   40810000 | PA      | $41362464.96  | 0.37%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4256000 | PA      | $4097969.40   | 0.04%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                        | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   23350000 | PA      | $21763226.23  | 0.19%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   24825000 | PA      | $20289415.15  | 0.18%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3103000 | PA      | $2642955.92   | 0.02%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17920000 | PA      | $17689700.04  | 0.16%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS                   | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    8641000 | PA      | $7730428.27   | 0.07%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8612000 | PA      | $8260815.99   | 0.07%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $3512710.07   | 0.03%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTH SHORE LI                     | CUSIP: 662352AA1<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $913571.19    | 0.01%             | 2042-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                   | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1873968.32   | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $3230781.24   | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2146000 | PA      | $1643030.63   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     435000 | PA      | $395764.06    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7729000 | PA      | $5138195.84   | 0.05%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   73178000 | PA      | $59677787.41  | 0.53%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      86000 | PA      | $63591.53     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $2647916.42   | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                    | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   22811000 | PA      | $22481052.35  | 0.20%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2971259.97   | 0.03%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC                   | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     321000 | PA      | $371540.87    | 0.00%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     957000 | PA      | $646058.86    | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   25306000 | PA      | $23522528.78  | 0.21%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $813134.04    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    4943000 | PA      | $4038218.25   | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4108000 | PA      | $3292490.81   | 0.03%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                    | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   19467000 | PA      | $15965141.91  | 0.14%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                   | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10264000 | PA      | $9292071.25   | 0.08%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                     | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2397498.30   | 0.02%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1365473.82   | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15567000 | PA      | $10441538.01  | 0.09%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     452000 | PA      | $373060.56    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   10053000 | PA      | $7803169.36   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4027000 | PA      | $3717932.86   | 0.03%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   18189000 | PA      | $15571079.42  | 0.14%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   10391000 | PA      | $10614902.67  | 0.09%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4318000 | PA      | $4765768.31   | 0.04%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3661000 | PA      | $2576428.75   | 0.02%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5860000 | PA      | $3642763.70   | 0.03%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   11106000 | PA      | $10683926.69  | 0.10%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                   | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1556821.92   | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $678689.86    | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4853139.65   | 0.04%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298BQ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      48000 | PA      | $38427.11     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $626575.00    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16205000 | PA      | $16317310.54  | 0.15%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1016000 | PA      | $1082999.66   | 0.01%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $847010.75    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   22738000 | PA      | $13981426.35  | 0.12%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    7277000 | PA      | $6146700.85   | 0.05%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                   | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1894000 | PA      | $1548495.06   | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                   | NATIONWIDE MUTL                    | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    6744000 | PA      | $8899005.07   | 0.08%             | 2039-08-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5438000 | PA      | $3964886.04   | 0.04%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-C                 | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19654000 | PA      | $16221352.25  | 0.14%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                     | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    7935000 | PA      | $4793434.39   | 0.04%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3237000 | PA      | $2873043.96   | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                   | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   26205000 | PA      | $17415485.56  | 0.16%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   17084000 | PA      | $14225212.30  | 0.13%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13628000 | PA      | $7071122.07   | 0.06%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11600000 | PA      | $8471625.00   | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   37966000 | PA      | $22558313.66  | 0.20%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   20180000 | PA      | $16886341.88  | 0.15%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -73 | NC      | $-147283.27   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | SAUDI ARAB OIL                     | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   23455000 | PA      | $23692572.88  | 0.21%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B              | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6405650 | PA      | $7081172.91   | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $68025.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                         | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   17390000 | PA      | $10587212.51  | 0.09%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   18278000 | PA      | $11362647.93  | 0.10%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23821000 | PA      | $14881611.39  | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3036000 | PA      | $2420206.15   | 0.02%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   29757000 | PA      | $21416102.78  | 0.19%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9902000 | PA      | $8101073.76   | 0.07%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAK6<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1062892.17   | 0.01%             | 2043-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2263250.71   | 0.02%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                           | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   11473000 | PA      | $9871090.41   | 0.09%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9249000 | PA      | $9073000.96   | 0.08%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5977339.02   | 0.05%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                     | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   12159000 | PA      | $11563465.68  | 0.10%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $2823541.62   | 0.03%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1396698.48   | 0.01%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB                   | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     670000 | PA      | $693950.89    | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   40065000 | PA      | $40601531.25  | 0.36%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    3723000 | PA      | $3570161.69   | 0.03%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                     | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1018511.21   | 0.01%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3686000 | PA      | $3508189.87   | 0.03%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4376000 | PA      | $3668425.96   | 0.03%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    8145000 | PA      | $6926230.99   | 0.06%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2858862.81   | 0.03%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2909200 | PA      | $2228625.10   | 0.02%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   16152000 | PA      | $12846224.75  | 0.11%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1445824.54   | 0.01%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5208000 | PA      | $5145975.06   | 0.05%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $4592000.61   | 0.04%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                      | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |   13156000 | PA      | $8641678.18   | 0.08%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2510001.17   | 0.02%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8690000 | PA      | $8653749.58   | 0.08%             | 2046-07-08      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    9860000 | PA      | $9825812.52   | 0.09%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    7586000 | PA      | $7852377.84   | 0.07%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS              | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     520000 | PA      | $559852.38    | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    8875000 | PA      | $7040163.51   | 0.06%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   20821000 | PA      | $17175825.48  | 0.15%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2851284.12   | 0.03%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1524692.84   | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                      | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $985071.43    | 0.01%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4901000 | PA      | $4836418.74   | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A                 | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   14375000 | PA      | $13052442.50  | 0.12%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                     | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   29394000 | PA      | $22057302.87  | 0.20%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                   | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     700000 | PA      | $520441.39    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $271691.34    | 0.00%             | 2058-05-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13416000 | PA      | $13007231.26  | 0.12%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12297000 | PA      | $10342465.75  | 0.09%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1323994.85   | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2074000 | PA      | $1963537.02   | 0.02%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6547340.43   | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   14333000 | PA      | $11967404.14  | 0.11%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&AN                    | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   12040000 | PA      | $8013457.86   | 0.07%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25315000 | PA      | $19084814.71  | 0.17%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20080000 | PA      | $20339593.83  | 0.18%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2300000 | PA      | $2196859.38   | 0.02%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1320711.23   | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4373000 | PA      | $4794642.91   | 0.04%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   28332000 | PA      | $28014472.23  | 0.25%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   16716000 | PA      | $17027127.38  | 0.15%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                     | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1744643.62   | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9167000 | PA      | $7803947.04   | 0.07%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    9319000 | PA      | $7370387.04   | 0.07%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                     | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     514000 | PA      | $362470.38    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12721000 | PA      | $13168254.33  | 0.12%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D              | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1226000 | PA      | $930666.04    | 0.01%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   14242000 | PA      | $13452606.96  | 0.12%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2722434.09   | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5168000 | PA      | $4013831.96   | 0.04%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                     | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1546110.56   | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   36885000 | PA      | $34467078.70  | 0.31%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -329 | NC      | $-86332.18    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6217000 | PA      | $5440552.47   | 0.05%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $1928815.54   | 0.02%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         40 | NC      | $-9184.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   31318000 | PA      | $28641601.31  | 0.26%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9516000 | PA      | $7732770.69   | 0.07%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $1331929.33   | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     500000 | PA      | $568646.74    | 0.01%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                    | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $2301499.79   | 0.02%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                        | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1431116.10   | 0.01%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI                   | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1302740.99   | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1032531.56   | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C                  | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    1151000 | PA      | $1147902.43   | 0.01%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     980000 | PA      | $771688.42    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    8946000 | PA      | $6758969.59   | 0.06%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                          | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     942000 | PA      | $734632.47    | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL              | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1340000 | PA      | $1258802.16   | 0.01%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                   | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2797000 | PA      | $2755033.45   | 0.02%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                    | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3603000 | PA      | $3977448.66   | 0.04%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4572200 | PA      | $4050245.05   | 0.04%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4200000 | PA      | $3594785.96   | 0.03%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10200000 | PA      | $7679085.91   | 0.07%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT              | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   15270000 | PA      | $14508527.86  | 0.13%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   33992000 | PA      | $21106604.97  | 0.19%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A              | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   31816823 | PA      | $35172139.38  | 0.31%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B               | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8145000 | PA      | $5299522.26   | 0.05%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5532000 | PA      | $4786773.33   | 0.04%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $741060.01    | 0.01%             | 2041-10-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                    | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    6803000 | PA      | $5640340.36   | 0.05%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8745000 | PA      | $5960880.85   | 0.05%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7575881 | PA      | $7158408.67   | 0.06%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                        | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   18515000 | PA      | $18797038.25  | 0.17%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA              | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1640000 | PA      | $1029598.56   | 0.01%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | URW SE                             | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |     900000 | PA      | $632659.42    | 0.01%             | 2049-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   13539000 | PA      | $11950892.22  | 0.11%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9294.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2042430.40   | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $2497200.94   | 0.02%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   22691300 | PA      | $20649081.41  | 0.18%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                   | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    4122000 | PA      | $3785125.63   | 0.03%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   12588000 | PA      | $10254535.63  | 0.09%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   38785000 | PA      | $23311067.23  | 0.21%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   12953000 | PA      | $8693940.13   | 0.08%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1992.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $2095977.70   | 0.02%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   25485000 | PA      | $22014067.37  | 0.20%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   51168000 | PA      | $50658216.80  | 0.45%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $2491946.54   | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    8684000 | PA      | $9078988.09   | 0.08%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1006546.20   | 0.01%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                        | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   15496000 | PA      | $9622757.53   | 0.09%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $88625.00     | 0.00%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $3900535.49   | 0.03%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    8646000 | PA      | $6785972.71   | 0.06%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   12062000 | PA      | $9910089.50   | 0.09%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                     | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $3017273.95   | 0.03%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1898000 | PA      | $1248563.47   | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   16744000 | PA      | $13661536.59  | 0.12%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   18962000 | PA      | $12177010.91  | 0.11%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6608000 | PA      | $6771244.63   | 0.06%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   24990000 | PA      | $16835941.18  | 0.15%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                    | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2267668.80   | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1339230.95   | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1087104.54   | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7000000 | PA      | $5169335.92   | 0.05%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1828000 | PA      | $1531026.47   | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   13733000 | PA      | $13686398.71  | 0.12%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2140000 | PA      | $2043153.34   | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2573652.74   | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                      | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2724000 | PA      | $2054068.37   | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1256000 | PA      | $1242115.00   | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8230000 | PA      | $8110478.84   | 0.07%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                      | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $1226043.48   | 0.01%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2271000 | PA      | $1782541.53   | 0.02%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20888000 | PA      | $16272241.61  | 0.15%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                    | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     950000 | PA      | $852469.84    | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $554964.39    | 0.00%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1597628.69   | 0.01%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2222649.69   | 0.02%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                            | THERMO FISHER                      | CUSIP: N/A<br>LEI: 549300SM0PJC1F3RPL91       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $147904.47    | 0.00%             | 2051-10-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                              | LSEGA FIN PLC                      | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   17274000 | PA      | $13132363.82  | 0.12%             | 2041-04-06      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                     | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16159000 | PA      | $12545353.13  | 0.11%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7086000 | PA      | $5474321.90   | 0.05%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   17087000 | PA      | $11606713.15  | 0.10%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3929948.85   | 0.04%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   12845000 | PA      | $9573014.09   | 0.09%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $955865.06    | 0.01%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   13544000 | PA      | $13361989.77  | 0.12%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     457000 | PA      | $455286.25    | 0.00%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3578.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH                   | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1505515.34   | 0.01%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8014000 | PA      | $5156068.00   | 0.05%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $2059177.20   | 0.02%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7818000 | PA      | $5785625.37   | 0.05%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5600000 | PA      | $3368531.26   | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2486.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                        | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1419762.21   | 0.01%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1268188.59   | 0.01%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4535000 | PA      | $4555435.16   | 0.04%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                        | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1554754.72   | 0.01%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2924000 | PA      | $3318358.62   | 0.03%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3065183.10   | 0.03%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    9446000 | PA      | $7325042.58   | 0.07%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    3500000 | PA      | $2245249.09   | 0.02%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $227194.93    | 0.00%             | 2043-01-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                          | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $1109541.00   | 0.01%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO                   | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2440414.84   | 0.02%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $5663379.35   | 0.05%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH                | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   12035000 | PA      | $12474910.54  | 0.11%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2357000 | PA      | $1421470.33   | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4150000 | PA      | $3757046.88   | 0.03%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $8124609.40   | 0.07%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $1561423.33   | 0.01%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     205000 | PA      | $141232.71    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28588000 | PA      | $23925427.85  | 0.21%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   26072000 | PA      | $19553995.05  | 0.17%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2334000 | PA      | $2239307.50   | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                       | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $2163509.98   | 0.02%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48265000 | PA      | $36835379.83  | 0.33%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     810000 | PA      | $763251.57    | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                          | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1045000 | PA      | $1204550.60   | 0.01%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $741013.85    | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   19521000 | PA      | $19385517.23  | 0.17%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3274717.11   | 0.03%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   13334000 | PA      | $12828553.40  | 0.11%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA                   | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3018251.64   | 0.03%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $2057674.63   | 0.02%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4428000 | PA      | $2896065.25   | 0.03%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP                   | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $778199.10    | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   24887000 | PA      | $16577457.92  | 0.15%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    4585000 | PA      | $4786411.71   | 0.04%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $156352.79    | 0.00%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                       | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     860000 | PA      | $832784.02    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7634000 | PA      | $5718641.31   | 0.05%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |     545000 | PA      | $629851.91    | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3               | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    2420000 | PA      | $2433861.76   | 0.02%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Securities, LLC                                                      | WELLS FARGO TRIPARTY MTGE          | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12720000 | PA      | $11746908.55  | 0.10%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2533000 | PA      | $1650083.03   | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL               | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    3390000 | PA      | $3141148.24   | 0.03%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $2608208.01   | 0.02%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                        | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   20926000 | PA      | $17565018.01  | 0.16%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $830683.35    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   30377000 | PA      | $32411515.98  | 0.29%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                   | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $12595555.23  | 0.11%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6221000 | PA      | $5481693.56   | 0.05%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   15052000 | PA      | $14535117.79  | 0.13%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12928000 | PA      | $7994655.03   | 0.07%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    8719000 | PA      | $8516119.77   | 0.08%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4231000 | PA      | $4665981.24   | 0.04%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $1534448.50   | 0.01%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2594700 | PA      | $2772485.44   | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4014000 | PA      | $3961504.43   | 0.04%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                       | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     865000 | PA      | $918669.79    | 0.01%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1845719.90   | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   33023000 | PA      | $31049238.41  | 0.28%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1403965.57   | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                    | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    1640000 | PA      | $1354145.70   | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                     | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1583365.20   | 0.01%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $15525322.76  | 0.14%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      86000 | PA      | $69562.98     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   52749000 | PA      | $37563982.90  | 0.33%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                     | ADVENTHEALTH                       | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3171000 | PA      | $1927134.41   | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E                   | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   25805000 | PA      | $25750502.16  | 0.23%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAN3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1142302.08   | 0.01%             | 2041-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   37348000 | PA      | $31499364.82  | 0.28%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV              | CUSIP: 91514ADE2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     145000 | PA      | $117220.31    | 0.00%             | 2046-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5285.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                    | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3136424.84   | 0.03%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                              | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2420000 | PA      | $2416906.27   | 0.02%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS              | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    9800000 | PA      | $9843360.10   | 0.09%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   11499000 | PA      | $10843226.40  | 0.10%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   10190000 | PA      | $9492184.32   | 0.08%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11521000 | PA      | $10680357.34  | 0.10%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES                   | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    1997000 | PA      | $1841213.39   | 0.02%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $6679315.90   | 0.06%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFK5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     800000 | PA      | $693442.37    | 0.01%             | 2040-05-18      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     421000 | PA      | $349017.50    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3102000 | PA      | $2617026.43   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10600000 | PA      | $6726031.26   | 0.06%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   11257000 | PA      | $8035139.21   | 0.07%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1396778.42   | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   10163000 | PA      | $6242150.99   | 0.06%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   14118000 | PA      | $11690839.51  | 0.10%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11661000 | PA      | $10208515.52  | 0.09%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1236000 | PA      | $1096333.46   | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2068000 | PA      | $1474239.33   | 0.01%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   26116000 | PA      | $15686193.32  | 0.14%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     164000 | PA      | $175837.63    | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4054000 | PA      | $3965760.92   | 0.04%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448GG7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113847.09    | 0.00%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $854178.32    | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1520000 | PA      | $1567299.71   | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1885.03      | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6171000 | PA      | $6253735.21   | 0.06%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12300000 | PA      | $8709937.50   | 0.08%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   33679000 | PA      | $29404016.76  | 0.26%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5477000 | PA      | $5123325.85   | 0.05%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    4113000 | PA      | $4879758.21   | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14672000 | PA      | $11245488.21  | 0.10%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                    | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7463000 | PA      | $6403123.70   | 0.06%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                               | RAYBURN CTRY                       | CUSIP: 75458JAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9324000 | PA      | $7498250.87   | 0.07%             | 2043-12-01      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS              | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1285000 | PA      | $1256912.98   | 0.01%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                    | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   12555000 | PA      | $12794676.58  | 0.11%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -73 | NC      | $206009.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   41252000 | PA      | $35437988.09  | 0.32%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2748137.90   | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   15413000 | PA      | $11809865.07  | 0.11%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3370710.16   | 0.03%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17969000 | PA      | $13523778.29  | 0.12%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                        | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1954000 | PA      | $1725846.43   | 0.02%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     106000 | PA      | $84846.22     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   39126000 | PA      | $36456790.24  | 0.33%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $4780722.14   | 0.04%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5197172.63   | 0.05%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4064225.67   | 0.04%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4586000 | PA      | $4284097.66   | 0.04%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                    | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1281100.23   | 0.01%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   34563000 | PA      | $25159407.27  | 0.22%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA U              | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2135000 | PA      | $1281225.88   | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   12935000 | PA      | $9834215.20   | 0.09%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                     | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   24149000 | PA      | $15348534.97  | 0.14%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1190630.20   | 0.01%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD                 | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22002000 | PA      | $18206476.78  | 0.16%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   18243000 | PA      | $13953577.41  | 0.12%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                    | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1725000 | PA      | $1802823.43   | 0.02%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2657.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7019566.79   | 0.06%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1669066.92   | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W                   | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    4096000 | PA      | $4114455.27   | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                    | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   11466000 | PA      | $6900902.91   | 0.06%             | 2051-12-13      | Fixed         | 2.61%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12348000 | PA      | $9792077.23   | 0.09%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                   | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   10375000 | PA      | $6562278.49   | 0.06%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    4342000 | PA      | $4463247.05   | 0.04%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT                   | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   24100000 | PA      | $23278012.38  | 0.21%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4214000 | PA      | $3252767.47   | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7011000 | PA      | $6295407.84   | 0.06%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   16076000 | PA      | $12588689.27  | 0.11%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2088000 | PA      | $1789035.48   | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   27605000 | PA      | $22938310.98  | 0.20%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   34798000 | PA      | $36699379.77  | 0.33%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8414000 | PA      | $6676062.30   | 0.06%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4318000 | PA      | $3151631.25   | 0.03%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-E-RMKT               | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   30275000 | PA      | $30883675.85  | 0.28%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24576000 | PA      | $20443620.31  | 0.18%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1844944.32   | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $938487.80    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING                    | CUSIP: 82622RAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    4510000 | PA      | $4681838.26   | 0.04%             | 2055-05-28      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $829960.94    | 0.01%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     274000 | PA      | $180029.84    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    8663000 | PA      | $8543800.07   | 0.08%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                       | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    5719000 | PA      | $5379997.58   | 0.05%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                   | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   11219000 | PA      | $10240258.03  | 0.09%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15100000 | PA      | $8266660.19   | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $6162.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                      | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1234937.98   | 0.01%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   30696000 | PA      | $21810026.45  | 0.19%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2763000 | PA      | $2819815.82   | 0.03%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10397.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    8624000 | PA      | $9419213.61   | 0.08%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1686000 | PA      | $1252168.68   | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                    | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     171000 | PA      | $143453.70    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                       | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1774119.86   | 0.02%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12487000 | PA      | $8708510.22   | 0.08%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                      | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21747000 | PA      | $17118157.57  | 0.15%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3957000 | PA      | $4159162.73   | 0.04%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2436959.21   | 0.02%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2230617.33   | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1068222.74   | 0.01%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                    | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $1517088.04   | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6471000 | PA      | $5535595.53   | 0.05%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     700000 | PA      | $657258.69    | 0.01%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Inc.                                                    | CITI TREAS TRI-PARTY               | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17350000 | PA      | $10817835.35  | 0.10%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $841505.38    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   31167000 | PA      | $20337676.78  | 0.18%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1464000 | PA      | $1581131.52   | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL                | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    9166000 | PA      | $7572877.71   | 0.07%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7766431.64   | 0.07%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    2292000 | PA      | $2240814.23   | 0.02%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3788000 | PA      | $3608778.73   | 0.03%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2073580.34   | 0.02%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $2326779.29   | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS                  | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1091355.20   | 0.01%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4586840.26   | 0.04%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |   10114000 | PA      | $7037670.13   | 0.06%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30678000 | PA      | $26586894.82  | 0.24%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                    | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   19221000 | PA      | $15306000.98  | 0.14%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    1077000 | PA      | $1154353.48   | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   38801000 | PA      | $36953173.38  | 0.33%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                    | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3188161.35   | 0.03%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS                   | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1720000 | PA      | $1771156.07   | 0.02%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     777000 | PA      | $660977.78    | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                   | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   13930000 | PA      | $9453762.50   | 0.08%             | 2059-09-30      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8946000 | PA      | $9115956.82   | 0.08%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5104000 | PA      | $4083952.94   | 0.04%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4648000 | PA      | $3411377.80   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12300000 | PA      | $7959925.81   | 0.07%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   33152000 | PA      | $30714155.74  | 0.27%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                    | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    8946000 | PA      | $7621243.04   | 0.07%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   30755000 | PA      | $30662371.17  | 0.27%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7460000 | PA      | $7404542.06   | 0.07%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   11134000 | PA      | $10903656.47  | 0.10%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                   | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     382300 | PA      | $313556.48    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                    | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1367677.00   | 0.01%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B                 | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7379000 | PA      | $5377448.46   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    7510000 | PA      | $7671742.27   | 0.07%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    7480000 | PA      | $7539403.09   | 0.07%             | 2055-04-03      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16200000 | PA      | $15672867.22  | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88334.10     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RBC Capital Markets LLC                                                          | RBC TRIPARTY MTGE                  | CUSIP: N/A<br>LEI: 549300LCO2FLSSVFFR64       | Long             | RA               | CORP              | US        |    2700000 | PA      | $2700000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15323000 | PA      | $13037233.46  | 0.12%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    3607000 | PA      | $2682997.23   | 0.02%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                       | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   17315000 | PA      | $17688853.36  | 0.16%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -69 | NC      | $26631.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20486000 | PA      | $19740162.51  | 0.18%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                     | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    3941000 | PA      | $3028895.87   | 0.03%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4495864.55   | 0.04%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     570000 | PA      | $532388.45    | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                      | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    2400000 | PA      | $2068192.20   | 0.02%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                         | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $832298.32    | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14497000 | PA      | $10518697.16  | 0.09%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3029772.81   | 0.03%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                        | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5466000 | PA      | $5520505.59   | 0.05%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   16382000 | PA      | $13701657.11  | 0.12%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $242774.61    | 0.00%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   16415000 | PA      | $16481458.75  | 0.15%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS                 | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    3670000 | PA      | $3746226.27   | 0.03%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   16940000 | PA      | $17064163.59  | 0.15%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $881226.27    | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     106000 | PA      | $87141.03     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR                   | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   21311000 | PA      | $16111263.05  | 0.14%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11735000 | PA      | $11904148.99  | 0.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA                   | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     750000 | PA      | $773418.46    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   17807000 | PA      | $15698819.12  | 0.14%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1732074.16   | 0.02%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   51719000 | PA      | $50889827.54  | 0.45%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust III                                                    | HIGH STREET III                    | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4337000 | PA      | $4190827.79   | 0.04%             | 2055-02-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-B-TXBL                       | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   10635000 | PA      | $11025334.28  | 0.10%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $6153459.30   | 0.05%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20170000 | PA      | $20792696.11  | 0.19%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   14038000 | PA      | $8067740.66   | 0.07%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                     | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    4548000 | PA      | $4390240.48   | 0.04%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   29914000 | PA      | $25759258.60  | 0.23%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                      | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   11763000 | PA      | $9034325.13   | 0.08%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                      | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    5982000 | PA      | $5037899.88   | 0.04%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     138000 | PA      | $101166.78    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                   | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     669000 | PA      | $689291.00    | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER                   | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2328631.47   | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                   | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     143000 | PA      | $178880.87    | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                     | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   30877000 | PA      | $17967727.70  | 0.16%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $2785795.23   | 0.02%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                      | SAN DIEGO CO ARPT-B                | CUSIP: 79742GAF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     680000 | PA      | $663844.49    | 0.01%             | 2043-07-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14344000 | PA      | $13793619.29  | 0.12%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                   | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   16135000 | PA      | $14301294.84  | 0.13%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     421000 | PA      | $369408.59    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                                              | NESTLE HOLDINGS                    | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   14910000 | PA      | $11975694.85  | 0.11%             | 2048-09-24      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV               | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   10545000 | PA      | $9957926.11   | 0.09%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    8778000 | PA      | $9285735.06   | 0.08%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3694000 | PA      | $3818623.63   | 0.03%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   66668000 | PA      | $64812717.56  | 0.58%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     288000 | PA      | $274693.27    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   14203000 | PA      | $14914553.97  | 0.13%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1219757.93   | 0.01%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                    | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   36055000 | PA      | $30153337.33  | 0.27%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1483967.24   | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11161000 | PA      | $9390444.52   | 0.08%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BOA-MTG TRIPARTY REPO              | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |    4500000 | PA      | $4500000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BS3442                          | CUSIP: 3140LDZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17147000 | PA      | $13169151.49  | 0.12%             | 2036-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                      | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2115385.17   | 0.02%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $1737835.77   | 0.02%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                  | BAE SYSTEMS PLC                    | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   13963000 | PA      | $13717631.13  | 0.12%             | 2054-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3059000 | PA      | $2615269.66   | 0.02%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   18850000 | PA      | $19089518.66  | 0.17%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZTN              | CUSIP: 79467BCM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8845000 | PA      | $8418956.69   | 0.08%             | 2040-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1531193.69   | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   16495000 | PA      | $14921267.30  | 0.13%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                         | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   11831000 | PA      | $12139986.44  | 0.11%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                   | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $2003503.87   | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                    | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    3154000 | PA      | $3154320.04   | 0.03%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5274000 | PA      | $3752341.41   | 0.03%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2233322.38   | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   15519000 | PA      | $8731755.11   | 0.08%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1847562.23   | 0.02%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10455000 | PA      | $9046050.01   | 0.08%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                       | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1497000 | PA      | $1159863.12   | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                    | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   29553000 | PA      | $27440145.80  | 0.24%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                            | BZW TRIPARTY TREASURY              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17705000 | PA      | $19099799.90  | 0.17%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   19274000 | PA      | $17196320.63  | 0.15%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $673263.51    | 0.01%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   22687000 | PA      | $22016122.50  | 0.20%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY DORM-TXB-H-GEN PUR              | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       6504 | PA      | $6562.39      | 0.00%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     154000 | PA      | $105482.91    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                    | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    9256000 | PA      | $8044890.07   | 0.07%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID -A               | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   14830000 | PA      | $9800952.73   | 0.09%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2305000 | PA      | $2162288.09   | 0.02%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2386000 | PA      | $2315265.00   | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1100000 | PA      | $781902.34    | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN                   | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2603000 | PA      | $2079697.41   | 0.02%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                            | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   11936000 | PA      | $13061719.13  | 0.12%             | 2039-11-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                     | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $801453.98    | 0.01%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2800000 | PA      | $2083727.13   | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $2496570.36   | 0.02%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                     | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $1501761.96   | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2475100 | PA      | $2185726.01   | 0.02%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15830000 | PA      | $16097189.19  | 0.14%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                      | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    2171000 | PA      | $1501288.53   | 0.01%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    4348000 | PA      | $3516574.09   | 0.03%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42402000 | PA      | $41118345.60  | 0.37%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $2527906.25   | 0.02%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   24076000 | PA      | $18518981.60  | 0.17%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV               | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    1060000 | PA      | $781334.27    | 0.01%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    9916000 | PA      | $8528321.45   | 0.08%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1360701.22   | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $803359.37    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15051000 | PA      | $13842925.92  | 0.12%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                    | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $645653.28    | 0.01%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   19198000 | PA      | $16142469.94  | 0.14%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2068000 | PA      | $1978736.72   | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2412000 | PA      | $2019288.46   | 0.02%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL               | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   27180000 | PA      | $22870110.89  | 0.20%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $2120367.53   | 0.02%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL                   | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   20310000 | PA      | $20342184.25  | 0.18%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   18597000 | PA      | $15200042.04  | 0.14%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3313441.08   | 0.03%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    5453000 | PA      | $4462558.90   | 0.04%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    8544000 | PA      | $8755002.20   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   40008000 | PA      | $31421406.22  | 0.28%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2799618.00   | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB                   | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11045283 | PA      | $10571583.46  | 0.09%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5728000 | PA      | $5433768.74   | 0.05%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $1974730.53   | 0.02%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3722000 | PA      | $3171940.32   | 0.03%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| JP Morgan Securities LLC                                                         | JPM TRIPARTY TREAS FICC            | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | RA               | CORP              | US        |    5000000 | PA      | $5000000.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2420000 | PA      | $2331690.35   | 0.02%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    8060000 | PA      | $7471679.89   | 0.07%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4198600 | PA      | $3715925.00   | 0.03%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2211000 | PA      | $1632229.27   | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2954000 | PA      | $1839280.75   | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                   | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1090000 | PA      | $1107578.98   | 0.01%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3829190.82   | 0.03%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5045000 | PA      | $4428583.08   | 0.04%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11531000 | PA      | $8690465.57   | 0.08%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6300000 | PA      | $5436703.13   | 0.05%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   27927000 | PA      | $27928130.76  | 0.25%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $1486939.83   | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                    | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1878258.21   | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11780000 | PA      | $5581235.13   | 0.05%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    7998000 | PA      | $9157940.50   | 0.08%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   13375000 | PA      | $13610767.95  | 0.12%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   53775000 | PA      | $52798275.00  | 0.47%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   13426000 | PA      | $12338752.05  | 0.11%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                     | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     765000 | PA      | $674717.20    | 0.01%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    7108000 | PA      | $5963460.03   | 0.05%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    7510000 | PA      | $7572125.20   | 0.07%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL                | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   15800000 | PA      | $15972292.68  | 0.14%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co                               | HEALTH CARE SVCS                   | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    8298000 | PA      | $7944947.23   | 0.07%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                     | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   17371000 | PA      | $14298593.14  | 0.13%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                      | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   17083000 | PA      | $13114769.09  | 0.12%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $735846.43    | 0.01%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    7445000 | PA      | $6195283.49   | 0.06%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   18375000 | PA      | $12879961.40  | 0.11%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8874100 | PA      | $8579682.30   | 0.08%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1491538.41   | 0.01%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21793000 | PA      | $17247317.34  | 0.15%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  136709876 | NS      | $136696204.92 | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Memorial Healthcare Obligated Group                                 | NORTHWESTERN MEM                   | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3757000 | PA      | $2252206.24   | 0.02%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1991018.61   | 0.02%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH               | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    2060000 | PA      | $1849628.89   | 0.02%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   18638000 | PA      | $17568474.77  | 0.16%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     428000 | PA      | $360542.34    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                     | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2300000 | PA      | $2541873.98   | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                    | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    5607000 | PA      | $3813823.20   | 0.03%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8492000 | PA      | $9089484.47   | 0.08%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $1651714.94   | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $2834585.55   | 0.03%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43269000 | PA      | $27387924.85  | 0.24%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2198998.01   | 0.02%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10539000 | PA      | $10596262.71  | 0.09%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   44470000 | PA      | $27407790.42  | 0.24%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     586000 | PA      | $329788.20    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    7825000 | PA      | $5840632.43   | 0.05%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED                   | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    6581000 | PA      | $5613941.00   | 0.05%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   32871000 | PA      | $30529448.12  | 0.27%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18801000 | PA      | $13035115.15  | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47380000 | PA      | $46965425.00  | 0.42%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   18870000 | PA      | $14173532.69  | 0.13%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1842000 | PA      | $2035526.62   | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                   | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    5757000 | PA      | $3757521.53   | 0.03%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $1295183.23   | 0.01%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     734000 | PA      | $455097.14    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1865332.48   | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                     | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1586007.24   | 0.01%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     116000 | PA      | $91025.44     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $6646314.75   | 0.06%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   65894000 | PA      | $57518176.75  | 0.51%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID                   | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $859810.27    | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1143107.00   | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                    | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $1766793.04   | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   29849000 | PA      | $27680282.10  | 0.25%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $727500.00    | 0.01%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1868972.87   | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                   | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   22956000 | PA      | $19334099.65  | 0.17%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                    | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3344000 | PA      | $3211500.12   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2686000 | PA      | $2526206.96   | 0.02%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corp                                                              | NESTLE CAPITAL                     | CUSIP: 64105MAD3<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    9910000 | PA      | $9325947.11   | 0.08%             | 2054-03-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   27703000 | PA      | $18366398.92  | 0.16%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER                   | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     479000 | PA      | $512825.62    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                           | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   16029000 | PA      | $14089082.90  | 0.13%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1228204.81   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                   | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   25198000 | PA      | $25953188.34  | 0.23%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                     | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $866241.67    | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     800000 | PA      | $691499.58    | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BK AMER MTG FICC                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1632000 | PA      | $1761739.79   | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   15125000 | PA      | $16200839.13  | 0.14%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    7974000 | PA      | $8367187.89   | 0.07%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                     | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2337000 | PA      | $1333445.11   | 0.01%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1010000 | PA      | $629964.69    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    5550000 | PA      | $6405295.15   | 0.06%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16301000 | PA      | $13133879.20  | 0.12%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B                  | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1720000 | PA      | $1394211.19   | 0.01%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4842000 | PA      | $3158363.97   | 0.03%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   10459000 | PA      | $8718176.11   | 0.08%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2502073.82   | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   48738000 | PA      | $38012991.09  | 0.34%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457BS6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84950.59     | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                    | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    9393000 | PA      | $5882954.25   | 0.05%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   75990000 | PA      | $60926499.26  | 0.54%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                     | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3347788.01   | 0.03%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                   | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3682000 | PA      | $3456764.22   | 0.03%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3223052.46   | 0.03%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14069200 | PA      | $11533396.09  | 0.10%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   18090000 | PA      | $17517894.89  | 0.16%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                      | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $5054659.75   | 0.05%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   27922000 | PA      | $25617451.87  | 0.23%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    4343000 | PA      | $4288178.70   | 0.04%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    7828000 | PA      | $5913296.09   | 0.05%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13893000 | PA      | $10579418.50  | 0.09%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: 699149BY5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    1822000 | PA      | $1846099.21   | 0.02%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   31370000 | PA      | $30646930.91  | 0.27%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1742000 | PA      | $1668917.65   | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                      | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     980000 | PA      | $963083.46    | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   24937000 | PA      | $22833872.52  | 0.20%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                    | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $10297425.00  | 0.09%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $8520390.24   | 0.08%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4249000 | PA      | $4013619.29   | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL                 | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8990000 | PA      | $9243236.61   | 0.08%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   22862000 | PA      | $19591692.87  | 0.17%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1362950.80   | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                   | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   10586000 | PA      | $6485468.54   | 0.06%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5586000 | PA      | $3456399.45   | 0.03%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                    | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2580514.52   | 0.02%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -17 | NC      | $-20728.02    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     752000 | PA      | $632435.41    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2992000 | PA      | $2977858.13   | 0.03%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   13233000 | PA      | $7853462.09   | 0.07%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1051000 | PA      | $792732.02    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2028198.90   | 0.02%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                    | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   15283000 | PA      | $10261675.90  | 0.09%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                   | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      42000 | PA      | $44854.95     | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1244000 | PA      | $1233263.79   | 0.01%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3256000 | PA      | $1676333.46   | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                                | CDP FINANCIAL                      | CUSIP: 125094AC6<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1578159.36   | 0.01%             | 2039-11-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2047093.24   | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2576844.35   | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   43578000 | PA      | $35830866.14  | 0.32%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2226000 | PA      | $1827800.61   | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11824000 | PA      | $8058795.00   | 0.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1331374.67   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                       | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   29065000 | PA      | $28219749.39  | 0.25%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1698805.64   | 0.02%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                    | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $1150203.11   | 0.01%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                    | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   14324000 | PA      | $9542329.09   | 0.09%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11030000 | PA      | $11236122.57  | 0.10%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $1470114.72   | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -30 | NC      | $-787.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    7803000 | PA      | $5487125.00   | 0.05%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   17840000 | PA      | $10887729.88  | 0.10%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2044000 | PA      | $1865365.25   | 0.02%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                              | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   27157000 | PA      | $28830799.15  | 0.26%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $4232239.22   | 0.04%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                     | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    1086000 | PA      | $1051485.02   | 0.01%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2956000 | PA      | $3129570.41   | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   20435000 | PA      | $12359324.84  | 0.11%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL                | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   25370000 | PA      | $16760155.19  | 0.15%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8670000 | PA      | $6190515.77   | 0.06%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                      | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $1353985.93   | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   67941000 | PA      | $59418973.54  | 0.53%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   55116000 | PA      | $52099011.34  | 0.46%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   82384000 | PA      | $65500386.99  | 0.58%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   10955000 | PA      | $10034315.51  | 0.09%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $632259.93    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4605.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIV TXB-A                    | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |   15150000 | PA      | $16297553.42  | 0.15%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.937900 17-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 2523257300 | NC      | $-46223.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   16380000 | PA      | $15795687.24  | 0.14%             | 2045-09-06      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                    | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   13638000 | PA      | $8821582.10   | 0.08%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                   | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    9460000 | PA      | $10533372.28  | 0.09%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2212848.39   | 0.02%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                    | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4321899.23   | 0.04%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     643000 | PA      | $578122.30    | 0.01%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   28643000 | PA      | $18952309.48  | 0.17%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  133974000 | PA      | $82521634.97  | 0.74%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18596600 | PA      | $15071963.16  | 0.13%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1257000 | PA      | $980492.54    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1156083.82   | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5625000 | PA      | $5552270.49   | 0.05%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   42840000 | PA      | $38767252.61  | 0.35%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $4309913.41   | 0.04%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5382000 | PA      | $3895546.82   | 0.03%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21107000 | PA      | $13769574.86  | 0.12%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   22042000 | PA      | $13651493.60  | 0.12%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    3995000 | PA      | $3563880.85   | 0.03%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV VA-A-TXBL                     | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   26570000 | PA      | $15024529.93  | 0.13%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   24243000 | PA      | $14652472.11  | 0.13%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                    | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    2757000 | PA      | $1581700.19   | 0.01%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6853000 | PA      | $4124820.91   | 0.04%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                          | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1741000 | PA      | $1463634.60   | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11613617.08  | 0.10%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX.NA.IG.44.V1 5YR RTP @ 65.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   37680000 | NC      | $16563.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                   | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   18178000 | PA      | $16481504.70  | 0.15%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   25013000 | PA      | $19550906.69  | 0.17%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1292575.46   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4470578.19   | 0.04%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL               | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   18935000 | PA      | $15168864.48  | 0.14%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                    | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1381685.94   | 0.01%             | 2044-11-28      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1898000 | PA      | $2088769.35   | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2347645.90   | 0.02%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1185735.11   | 0.01%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1682523.59   | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1621025.47   | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   25755000 | PA      | $19779471.96  | 0.18%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2049600 | PA      | $1561539.00   | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   32343000 | PA      | $23419472.51  | 0.21%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   12251000 | PA      | $10465966.58  | 0.09%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5617000 | PA      | $5965228.05   | 0.05%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044414.76   | 0.02%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1019000 | PA      | $1023477.39   | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2709191.24   | 0.02%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1697288.41   | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13475000 | PA      | $9217732.75   | 0.08%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                     | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1537000 | PA      | $1222813.47   | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                         | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   35065000 | PA      | $41034472.61  | 0.37%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       1278 | NC      | $517708.77    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   32230000 | PA      | $26504416.56  | 0.24%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    6987000 | PA      | $6998163.90   | 0.06%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7100000 | PA      | $5109781.25   | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   24819000 | PA      | $18697858.01  | 0.17%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2056291.97   | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2798.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2638608.81   | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                    | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    6833000 | PA      | $6411003.28   | 0.06%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47388000 | PA      | $36162941.43  | 0.32%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   21219000 | PA      | $15850241.19  | 0.14%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21323000 | PA      | $18370503.13  | 0.16%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                    | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   14910000 | PA      | $9635797.58   | 0.09%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5981000 | PA      | $4540000.78   | 0.04%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   17385000 | PA      | $15783312.47  | 0.14%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1791471.14   | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6968378.37   | 0.06%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                       | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $1487706.26   | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH                   | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $1683278.10   | 0.02%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12179000 | PA      | $9730882.16   | 0.09%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   11864000 | PA      | $7206983.97   | 0.06%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                          | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    3998000 | PA      | $3626291.99   | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    6241000 | PA      | $6569780.19   | 0.06%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    7727000 | PA      | $6877970.30   | 0.06%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4806000 | PA      | $4316730.31   | 0.04%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WK Kellogg Foundation Trust                                                      | WK KELLOGG FOUND                   | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |   33212000 | PA      | $19254943.61  | 0.17%             | 2050-10-01      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2211205.99   | 0.02%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                           | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6594000 | PA      | $4484901.65   | 0.04%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9967000 | PA      | $9020624.48   | 0.08%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $3074073.10   | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7635000 | PA      | $6656309.05   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7761000 | PA      | $7405655.86   | 0.07%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20163000 | PA      | $19118246.49  | 0.17%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6196000 | PA      | $5119325.23   | 0.05%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1909272.45   | 0.02%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                     | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   14472000 | PA      | $10906397.32  | 0.10%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   23200000 | PA      | $22197114.81  | 0.20%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5149000 | PA      | $4448606.86   | 0.04%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597DV4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     956000 | PA      | $1036159.41   | 0.01%             | 2036-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                     | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4172000 | PA      | $3456135.78   | 0.03%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SC Johnson & Son Inc                                                             | JOHNSON(SC)&SON                    | CUSIP: 78408LAA5<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |   11134000 | PA      | $8915918.92   | 0.08%             | 2043-05-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9941000 | PA      | $6158879.55   | 0.05%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1427593.04   | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP                   | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    1108000 | PA      | $1020999.46   | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $1103009.93   | 0.01%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $8325068.41   | 0.07%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2138000 | PA      | $1411356.83   | 0.01%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2444000 | PA      | $2085653.51   | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  103254000 | PA      | $59720405.78  | 0.53%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5169000 | PA      | $4777084.87   | 0.04%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12344000 | PA      | $9650600.42   | 0.09%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2902000 | PA      | $2892666.36   | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                    | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   49825000 | PA      | $47588665.16  | 0.42%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-H-TXBL                    | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    2385000 | PA      | $2470735.50   | 0.02%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $788477.28    | 0.01%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B               | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20745000 | PA      | $13742336.47  | 0.12%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                        | NIAGARA MOHAWK                     | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    1296000 | PA      | $1240625.54   | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6436000 | PA      | $3735317.51   | 0.03%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                   | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1134392.34   | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $547741.89    | 0.00%             | 2041-09-21      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2328000 | PA      | $2593672.20   | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34220000 | PA      | $33620991.90  | 0.30%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33055000 | PA      | $22983554.69  | 0.20%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11600000 | PA      | $10472565.03  | 0.09%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2953000 | PA      | $2871044.83   | 0.03%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW                   | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5128000 | PA      | $4258233.97   | 0.04%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2396690.28   | 0.02%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                             | ERAC USA FINANCE                   | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    7282000 | PA      | $7373999.48   | 0.07%             | 2034-10-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12000000 | PA      | $11710781.28  | 0.10%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                       | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1521000 | PA      | $1269010.90   | 0.01%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2600000 | PA      | $2450500.00   | 0.02%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    8165000 | PA      | $7610441.04   | 0.07%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $683033.67    | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN               | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13648000 | PA      | $10902748.48  | 0.10%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                    | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    3093000 | PA      | $3326196.83   | 0.03%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   35016000 | PA      | $27455618.05  | 0.24%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                      | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $2286285.11   | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC                   | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000587.63   | 0.01%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     831000 | PA      | $909475.94    | 0.01%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT                   | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1129181.55   | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2025495.50   | 0.02%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $10246.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   14960000 | PA      | $9208138.81   | 0.08%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                     | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $3947545.86   | 0.04%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     956000 | PA      | $999476.88    | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER                   | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    4983000 | PA      | $5268901.32   | 0.05%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| California State Public Works Board                                              | CA PUB WKS-G2-BABS                 | CUSIP: 130685WB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1080000 | PA      | $1271025.54   | 0.01%             | 2034-10-01      | Fixed         | 8.36%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                            | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $2736763.50   | 0.02%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                    | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   45735000 | PA      | $54906504.82  | 0.49%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    8145000 | PA      | $6082954.38   | 0.05%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7168053.57   | 0.06%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   86937000 | PA      | $48290608.50  | 0.43%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17141000 | PA      | $12502154.66  | 0.11%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBG5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1057707.30   | 0.01%             | 2043-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                    | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    1353000 | PA      | $827130.83    | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    7711000 | PA      | $6177250.64   | 0.06%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $78933.59     | 0.00%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8928000 | PA      | $6084128.36   | 0.05%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3217000 | PA      | $2895122.20   | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   15341000 | PA      | $13629401.25  | 0.12%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS                 | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     189400 | PA      | $191667.53    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1200388.94   | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   25116000 | PA      | $21397348.65  | 0.19%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $8004534.53   | 0.07%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $14128829.14  | 0.13%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1831742.84   | 0.02%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                    | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   17578000 | PA      | $14832121.29  | 0.13%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                    | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2111368.10   | 0.02%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                     | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1239812.45   | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                   | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4408000 | PA      | $4491806.75   | 0.04%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -9 | NC      | $7137.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS-B                | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2086000 | PA      | $1533432.99   | 0.01%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   13864000 | PA      | $11437380.48  | 0.10%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    5323000 | PA      | $5276292.01   | 0.05%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $2844683.54   | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4532.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                        | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   10107000 | PA      | $7444268.30   | 0.07%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1641075.35   | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2901300 | PA      | $2725830.42   | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $581773.81    | 0.01%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK              | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   24995000 | PA      | $15826561.56  | 0.14%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2773425.63   | 0.02%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                      | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     111000 | PA      | $76078.25     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   10755000 | PA      | $10410657.17  | 0.09%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3044800.60   | 0.03%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   15105000 | PA      | $15115291.79  | 0.13%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3756000 | PA      | $2418869.90   | 0.02%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2364000 | PA      | $2250373.02   | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $151250.00    | 0.00%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $1917029.93   | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX               | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12480000 | PA      | $8900958.14   | 0.08%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2222038.67   | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2462000 | PA      | $2503365.69   | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   28864000 | PA      | $28503127.84  | 0.25%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                    | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     278000 | PA      | $234695.35    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   12907000 | PA      | $12789572.11  | 0.11%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                     | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2726000 | PA      | $2161117.60   | 0.02%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB              | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   10605000 | PA      | $7196220.00   | 0.06%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $793162.58    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    7801000 | PA      | $7430411.62   | 0.07%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   12563000 | PA      | $12442739.18  | 0.11%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   28169000 | PA      | $20813348.18  | 0.19%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     861000 | PA      | $875490.42    | 0.01%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4855000 | PA      | $4469646.80   | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   21097000 | PA      | $15918167.30  | 0.14%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7136000 | PA      | $7454238.55   | 0.07%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $931799.08    | 0.01%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1605961.83   | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1842000 | PA      | $1761564.04   | 0.02%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                    | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   21985000 | PA      | $12975519.74  | 0.12%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5879000 | PA      | $5665224.16   | 0.05%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                  | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   10885000 | PA      | $11340287.99  | 0.10%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                      | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1751178.88   | 0.02%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        442 | NC      | $962047.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holdings Inc                                                               | ROCHE HLDGS INC                    | CUSIP: 771196CM2<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    8814000 | PA      | $8470258.41   | 0.08%             | 2054-03-08      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3594000 | PA      | $3587333.74   | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co                                                        | MASS ELECTRIC CO                   | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    8119000 | PA      | $6432675.74   | 0.06%             | 2046-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                      | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   19737000 | PA      | $15888648.75  | 0.14%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ              | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8489000 | PA      | $6892359.17   | 0.06%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $2504584.04   | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                   | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     766000 | PA      | $833251.39    | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9238000 | PA      | $9054557.89   | 0.08%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL                | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    1954000 | PA      | $1644634.12   | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $2739622.63   | 0.02%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158BM7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     431000 | PA      | $474083.18    | 0.00%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7435000 | PA      | $7880137.91   | 0.07%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   35242000 | PA      | $35009254.79  | 0.31%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL                   | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      94700 | PA      | $96924.56     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1945305.22   | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT              | CUSIP: 485429Z64<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    2435000 | PA      | $2388618.36   | 0.02%             | 2037-04-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2864000 | PA      | $2346627.97   | 0.02%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT                   | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   11962000 | PA      | $6890824.70   | 0.06%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                     | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   20645000 | PA      | $20357695.30  | 0.18%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $3988699.65   | 0.04%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $4495195.90   | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2580.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                         | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   10890000 | PA      | $9974811.37   | 0.09%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS                   | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    4286000 | PA      | $4263578.09   | 0.04%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42710000 | PA      | $24731759.38  | 0.22%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                     | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   21739000 | PA      | $16051241.74  | 0.14%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    1330000 | PA      | $1341740.04   | 0.01%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     936000 | PA      | $949074.42    | 0.01%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $6743340.01   | 0.06%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMW9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $465534.48    | 0.00%             | 2037-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                      | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   17071000 | PA      | $13886219.05  | 0.12%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1562199.50   | 0.01%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    5334000 | PA      | $3360953.13   | 0.03%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6183000 | PA      | $5900056.15   | 0.05%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25030000 | PA      | $24411057.91  | 0.22%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2973686.10   | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1990.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1397729.73   | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75666000 | PA      | $72852170.63  | 0.65%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2674000 | PA      | $2869886.86   | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14851000 | PA      | $10170614.53  | 0.09%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1935077.00   | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $2936114.05   | 0.03%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL                 | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9300000 | PA      | $8372537.97   | 0.07%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8197.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJW3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794414.51    | 0.01%             | 2038-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2097000 | PA      | $1721531.90   | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                     | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    4824000 | PA      | $4235321.25   | 0.04%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                              | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   10015000 | PA      | $9619510.65   | 0.09%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: N/A<br>LEI: J3WHBG0MTS7O8ZVMDC91       | Long             | DBT              | CORP              | US        |     340000 | PA      | $282625.95    | 0.00%             | 2039-06-26      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18480000 | PA      | $17628681.84  | 0.16%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $1692613.65   | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10050000 | PA      | $10478353.01  | 0.09%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   12375000 | PA      | $12667293.78  | 0.11%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1815000 | PA      | $1915752.16   | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67980000 | PA      | $41539497.82  | 0.37%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14464000 | PA      | $10073260.72  | 0.09%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $861744.15    | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE                | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     319000 | PA      | $341810.54    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4248356.11   | 0.04%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   19010000 | PA      | $13620864.22  | 0.12%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                     | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   60981000 | PA      | $40262986.37  | 0.36%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14718000 | PA      | $14529940.32  | 0.13%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1430627.04   | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   56682000 | PA      | $43267307.43  | 0.39%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1740000 | PA      | $1756024.98   | 0.02%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR                   | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      86000 | PA      | $69978.78     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8371894.35   | 0.07%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.HY.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -41475000 | NC      | $3005112.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMERS Finance Trust                                                              | OMERS FINANCE TR                   | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   14250000 | PA      | $10890417.01  | 0.10%             | 2052-04-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AD2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    9468000 | PA      | $7844978.11   | 0.07%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1428679.32   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                     | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $787192.26    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS                   | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      52000 | PA      | $46150.59     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                    | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   22954000 | PA      | $14831610.49  | 0.13%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49566000 | PA      | $44949882.73  | 0.40%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB              | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     745000 | PA      | $745531.26    | 0.01%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2600000 | PA      | $1977726.56   | 0.02%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   31355000 | PA      | $30915570.96  | 0.28%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL                   | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   18519000 | PA      | $16349219.33  | 0.15%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5833000 | PA      | $5392489.92   | 0.05%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $1631308.49   | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1075400 | PA      | $739527.59    | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR              | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2830000 | PA      | $1910842.89   | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2442039.27   | 0.02%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $2260813.43   | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2282000 | PA      | $2172895.14   | 0.02%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1341821.84   | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4578000 | PA      | $3089482.62   | 0.03%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1887556.94   | 0.02%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1315871.21   | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                   | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    5423200 | PA      | $4320406.65   | 0.04%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                    | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $2635617.08   | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     810000 | PA      | $799333.00    | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                     | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1906298.73   | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                     | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1558290.82   | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4214000 | PA      | $2747288.39   | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     840000 | PA      | $730720.34    | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       9200 | PA      | $7321.47      | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7291072.62   | 0.07%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   20472000 | PA      | $12772307.81  | 0.11%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   12160000 | PA      | $11950608.81  | 0.11%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    8514000 | PA      | $5542801.39   | 0.05%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   48711000 | PA      | $48756883.33  | 0.43%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   21858000 | PA      | $20963599.28  | 0.19%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13486000 | PA      | $10287337.79  | 0.09%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9769000 | PA      | $8438992.27   | 0.08%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER                   | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1500172.20   | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1783531.66   | 0.02%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     214000 | PA      | $156913.12    | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP                   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18110000 | PA      | $17900343.97  | 0.16%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   28518000 | PA      | $25062249.79  | 0.22%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $908618.54    | 0.01%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1309133.12   | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                     | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11160000 | PA      | $10868046.03  | 0.10%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16365000 | PA      | $13242324.15  | 0.12%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    4370000 | PA      | $3266892.57   | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11905000 | PA      | $12348388.51  | 0.11%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2361000 | PA      | $2205131.53   | 0.02%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   32969000 | PA      | $21262042.07  | 0.19%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2384902.23   | 0.02%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $883340.22    | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   17912000 | PA      | $16195294.93  | 0.14%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                           | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4654000 | PA      | $3839578.44   | 0.03%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                     | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $657130.84    | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3048000 | PA      | $2696216.82   | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                         | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    9326000 | PA      | $8901324.64   | 0.08%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                          | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     585000 | PA      | $295328.83    | 0.00%             | 2050-07-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     890000 | PA      | $600387.04    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8674000 | PA      | $5939978.27   | 0.05%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        243 | NC      | $294840.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                     | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   47589000 | PA      | $29736089.44  | 0.27%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12077000 | PA      | $11171562.43  | 0.10%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1214443.43   | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4037000 | PA      | $2801858.13   | 0.02%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M                   | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     804800 | PA      | $646679.84    | 0.01%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA                   | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2076062.36   | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                     | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4109000 | PA      | $3426168.89   | 0.03%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BS1621                          | CUSIP: 3140LBYT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16021000 | PA      | $12502097.89  | 0.11%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $6134836.09   | 0.05%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    5485000 | PA      | $5463169.59   | 0.05%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4320000 | PA      | $4527632.20   | 0.04%             | 2046-01-14      | Variable      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23002000 | PA      | $18230239.93  | 0.16%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED                   | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3081093.42   | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23952000 | PA      | $21604122.69  | 0.19%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1136404.82   | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A              | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      60000 | PA      | $42134.59     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                          | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9370000 | PA      | $8231194.28   | 0.07%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                      | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     500000 | PA      | $344347.06    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1                   | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     640000 | PA      | $682518.98    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   21334000 | PA      | $15760481.62  | 0.14%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11919000 | PA      | $9524364.91   | 0.08%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG                   | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $1074629.89   | 0.01%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9129000 | PA      | $8307884.52   | 0.07%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8115000 | PA      | $6153545.26   | 0.05%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1875293.46   | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $902187.50    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   23405000 | PA      | $27536445.68  | 0.25%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $720712.26    | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAH6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $4245208.46   | 0.04%             | 2037-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5071000 | PA      | $4616507.52   | 0.04%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $485781.25    | 0.00%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $2335140.68   | 0.02%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2973798.00   | 0.03%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $926745.53    | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD                   | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $725257.79    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   12195000 | PA      | $8125034.48   | 0.07%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1586000 | PA      | $1183519.51   | 0.01%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                     | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   30201000 | PA      | $19921692.20  | 0.18%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO                   | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $836718.81    | 0.01%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36372000 | PA      | $31960760.92  | 0.29%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS              | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   12620000 | PA      | $12754718.50  | 0.11%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4172000 | PA      | $3969244.22   | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                     | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   15896000 | PA      | $9683185.74   | 0.09%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13179000 | PA      | $9154494.24   | 0.08%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX.NA.IG.44.V1 5YR RTP @ 60.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   37931000 | NC      | $25080.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5716000 | PA      | $5574822.57   | 0.05%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                    | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     595000 | PA      | $427608.47    | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                    | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1240855.80   | 0.01%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   22988000 | PA      | $17875183.06  | 0.16%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     968000 | PA      | $1271976.04   | 0.01%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6672000 | PA      | $5517250.27   | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7700256.41   | 0.07%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21039000 | PA      | $15418888.74  | 0.14%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                      | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   13419000 | PA      | $11288309.44  | 0.10%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                     | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1462464.10   | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND              | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     125000 | PA      | $112431.99    | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS               | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    1860000 | PA      | $1935237.19   | 0.02%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $1779965.56   | 0.02%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $1971850.68   | 0.02%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4400000 | PA      | $4557531.66   | 0.04%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18481000 | PA      | $16160443.77  | 0.14%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY                   | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   22969000 | PA      | $15336679.68  | 0.14%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3543000 | PA      | $3456847.14   | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    4243000 | PA      | $4686899.39   | 0.04%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                           | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   12365000 | PA      | $9546768.83   | 0.09%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                      | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1546186.31   | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                       | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    4094000 | PA      | $2466048.66   | 0.02%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   25050000 | PA      | $14658832.65  | 0.13%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                           | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1326000 | PA      | $1221662.56   | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                         | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4260000 | PA      | $4890140.48   | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER                   | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2645951.73   | 0.02%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3688000 | PA      | $3680652.80   | 0.03%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH                   | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    1042000 | PA      | $828053.44    | 0.01%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Securities, LLC                                                  | BK AMER TSY FICC                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | RA               | CORP              | US        |   10000000 | PA      | $10000000.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1550422.84   | 0.01%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH                   | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1112197.01   | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -5 | NC      | $16227.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   12077000 | PA      | $10175024.79  | 0.09%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     196000 | PA      | $152440.74    | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1375134.32   | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2809000 | PA      | $2620414.89   | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                     | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |      51000 | PA      | $36307.09     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1181627.33   | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                     | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    1052000 | PA      | $881917.95    | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                                             | MONONGAHELA PWR                    | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7932000 | PA      | $7683025.70   | 0.07%             | 2043-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   10888000 | PA      | $9722108.60   | 0.09%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -58 | NC      | $59911.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                     | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |     238000 | PA      | $272444.22    | 0.00%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $1917306.64   | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                    | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6840000 | PA      | $8176969.66   | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT                   | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $983873.04    | 0.01%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $2060893.08   | 0.02%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                        | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     112000 | PA      | $58514.44     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12700000 | PA      | $9235281.25   | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   11440000 | PA      | $8190654.24   | 0.07%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1747000 | PA      | $1690086.01   | 0.02%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                   | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   17787000 | PA      | $17155965.98  | 0.15%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                     | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   27859000 | PA      | $27583830.25  | 0.25%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4374.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2148000 | PA      | $2014604.80   | 0.02%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5014027.86   | 0.04%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS                  | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   31231000 | PA      | $35698860.01  | 0.32%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                    | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    5264000 | PA      | $5018131.40   | 0.04%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   14335000 | PA      | $13030204.93  | 0.12%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $921322.51    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                     | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $6322496.57   | 0.06%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                         | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6194000 | PA      | $4260815.68   | 0.04%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New England Power Co                                                             | NEW ENG POWER                      | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |   11641000 | PA      | $7037591.58   | 0.06%             | 2050-10-06      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7790000 | PA      | $7270284.07   | 0.06%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1566514.00   | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                     | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2400048.10   | 0.02%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3418400.16   | 0.03%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2764254.00   | 0.02%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9083000 | PA      | $6933981.64   | 0.06%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC              | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6195000 | PA      | $4560186.58   | 0.04%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4798000 | PA      | $3126499.68   | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8971000 | PA      | $8408955.28   | 0.07%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2157612.92   | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24216000 | PA      | $23683516.56  | 0.21%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH                | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    7940000 | PA      | $8283272.40   | 0.07%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2771982.25   | 0.02%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                     | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $3335755.65   | 0.03%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4096000 | PA      | $4376017.80   | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $937749.62    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1174488.14   | 0.01%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   31510000 | PA      | $28965485.26  | 0.26%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                     | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1503000 | PA      | $1054446.24   | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ                | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3630000 | PA      | $3677424.14   | 0.03%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                    | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1440000 | PA      | $1419702.77   | 0.01%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3124000 | PA      | $3064514.35   | 0.03%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                      | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2859529.27   | 0.03%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3366000 | PA      | $3178553.82   | 0.03%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                              | DEUTSCHE TELEKOM                   | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    3330000 | PA      | $2398039.26   | 0.02%             | 2050-01-21      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    7826000 | PA      | $7212137.95   | 0.06%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                        | NORTHWESTERN MUT                   | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    6668000 | PA      | $5011067.81   | 0.04%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $4221817.35   | 0.04%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2543000 | PA      | $2633058.69   | 0.02%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7195000 | PA      | $6037603.17   | 0.05%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR                   | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    1171000 | PA      | $1297106.89   | 0.01%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                     | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $8677797.29   | 0.08%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP                   | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1166818.54   | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1077140.26   | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $13957828.73  | 0.12%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                        | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   19069000 | PA      | $16571072.55  | 0.15%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3568000 | PA      | $3188475.09   | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27927000 | PA      | $27100590.36  | 0.24%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP                   | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1028724.32   | 0.01%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA              | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     825000 | PA      | $509978.62    | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2429000 | PA      | $1878264.30   | 0.02%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $2598100.09   | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   14030000 | PA      | $14407476.87  | 0.13%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7210000 | PA      | $4092519.94   | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                     | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   21411000 | PA      | $12802098.52  | 0.11%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1731247.92   | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   40131000 | PA      | $34633017.29  | 0.31%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65642000 | PA      | $67062533.58  | 0.60%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                    | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $3401580.52   | 0.03%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER                   | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   10008000 | PA      | $6431503.09   | 0.06%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10378000 | PA      | $8775896.25   | 0.08%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    6120000 | PA      | $5276931.51   | 0.05%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    7343000 | PA      | $4590569.63   | 0.04%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13875000 | PA      | $9740141.63   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    8447000 | PA      | $9008485.61   | 0.08%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1380930.25   | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2317000 | PA      | $2322249.44   | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                      | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   25212000 | PA      | $25802187.71  | 0.23%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   13368000 | PA      | $9690021.79   | 0.09%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE                   | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    9092000 | PA      | $5953760.64   | 0.05%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2288.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $35985.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $3327073.67   | 0.03%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR                   | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    1502000 | PA      | $1270483.78   | 0.01%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239              | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4270000 | PA      | $4004164.75   | 0.04%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1278000 | PA      | $1271379.13   | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4336000 | PA      | $3562178.19   | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                         | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    6087000 | PA      | $5274597.02   | 0.05%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    7310000 | PA      | $6793660.85   | 0.06%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS                   | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1879000 | PA      | $1770652.73   | 0.02%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

**Name of Applicant:** VANGUARD FIXED INCOME SECURITIES FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer