# EDGAR Filing Document

**Accession Number:** 0001710607
**File Stem:** 0001145549-23-001684
**Filing Date:** 2023-1
**Character Count:** 235842
**Document Hash:** 85d1fa69029f8c4885d90aa7cbf60ede
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-001684.hdr.sgml**: 20230119

**ACCESSION NUMBER**: 0001145549-23-001684

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230119

**DATE AS OF CHANGE**: 20230119

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY ETF TRUST
- **CENTRAL INDEX KEY:** 0001710607
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23305
- **FILM NUMBER:** 23537247

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** (816) 531-5575

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** American Century ETF Trust
- **DATE OF NAME CHANGE:** 20170628

## Series and Classes Contracts Data

### Avantis Core Fixed Income ETF (Series ID: S000069304)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000221278 | Avantis Core Fixed Income ETF | AVIG            |

## Nport-Ex

**American Century Investments**<sup>®</sup>

**Quarterly Portfolio Holdings**

**Avantis**<sup>®</sup> **Core Fixed Income ETF (AVIG)**

**November 30, 2022**

------

---

| |
|:---|
| **<u>Avantis Core Fixed Income ETF - Schedule of Investments</u>** |
| **NOVEMBER 30, 2022 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Shares/**<br>**Principal Amount ($)** | **Value ($)** |
| **CORPORATE BONDS — 62.3%** | | |
| **Aerospace and Defense — 1.6%** | | |
| Boeing Co., 2.20%, 2/4/26 | 100000 | 90946 |
| Boeing Co., 2.80%, 3/1/27 | 25000 | 22660 |
| Boeing Co., 5.15%, 5/1/30 | 1000000 | 976905 |
| General Dynamics Corp., 3.625%, 4/1/30 | 723000 | 684281 |
| Huntington Ingalls Industries, Inc., 3.48%, 12/1/27 | 1024000 | 939093 |
| Lockheed Martin Corp., 3.55%, 1/15/26 | 338000 | 330536 |
| Lockheed Martin Corp., 5.25%, 1/15/33 | 550000 | 572639 |
| Northrop Grumman Corp., 3.25%, 1/15/28 | 242000 | 224638 |
| Precision Castparts Corp., 3.25%, 6/15/25 | 351000 | 341425 |
| Raytheon Technologies Corp., 3.50%, 3/15/27 | 65000 | 61182 |
| Textron, Inc., 4.00%, 3/15/26 | 273000 | 264216 |
| Textron, Inc., 3.65%, 3/15/27 | 61000 | 57187 |
| Textron, Inc., 2.45%, 3/15/31 | 489000 | 394531 |
|  |  | 4960239 |
| **Airlines — 0.6%** |  |  |
| Southwest Airlines Co., 5.125%, 6/15/27 | 1152000 | 1159888 |
| Southwest Airlines Co., 2.625%, 2/10/30 | 677000 | 565329 |
|  |  | 1725217 |
| **Auto Components — 0.2%** |  |  |
| BorgWarner, Inc., 2.65%, 7/1/27 | 560000 | 503002 |
| **Automobiles — 0.9%** |  |  |
| American Honda Finance Corp., 1.00%, 9/10/25 | 100000 | 90616 |
| American Honda Finance Corp., 2.35%, 1/8/27 | 802000 | 731724 |
| General Motors Co., 4.20%, 10/1/27 | 322000 | 306637 |
| General Motors Financial Co., Inc., 5.10%, 1/17/24 | 44000 | 43871 |
| Toyota Motor Credit Corp., 3.05%, 3/22/27 | 200000 | 188052 |
| Toyota Motor Credit Corp., 2.15%, 2/13/30 | 100000 | 84997 |
| Toyota Motor Credit Corp., 3.375%, 4/1/30 | 530000 | 487111 |
| Toyota Motor Credit Corp., 1.65%, 1/10/31 | 1011000 | 806215 |
|  |  | 2739223 |
| **Banks — 8.2%** |  |  |
| African Development Bank, 0.75%, 4/3/23 | 110000 | 108630 |
| African Development Bank, 0.875%, 7/22/26 | 403000 | 355275 |
| Asian Development Bank, 2.625%, 1/30/24 | 1111000 | 1086289 |
| Asian Development Bank, 0.625%, 10/8/24 | 322000 | 300259 |
| Asian Development Bank, 0.375%, 9/3/25 | 753000 | 676375 |
| Asian Development Bank, 2.375%, 8/10/27 | 40000 | 37300 |
| Asian Infrastructure Investment Bank, 0.25%, 9/29/23 | 186000 | 179099 |
| Asian Infrastructure Investment Bank, 0.50%, 5/28/25 | 494000 | 449181 |
| Asian Infrastructure Investment Bank, 3.75%, 9/14/27 | 200000 | 196355 |
| Bank of Montreal, Series E, 3.30%, 2/5/24 | 735000 | 721719 |
| Bank of Nova Scotia, 3.40%, 2/11/24 | 163000 | 160245 |
| Citigroup, Inc., 3.20%, 10/21/26 | 1100000 | 1027809 |
| Citizens Financial Group, Inc., 2.50%, 2/6/30 | 200000 | 163408 |
| Council Of Europe Development Bank, 2.50%, 2/27/24 | 121000 | 118045 |
| Council Of Europe Development Bank, 0.25%, 10/20/23 | 126000 | 120999 |
| Discover Bank, 4.65%, 9/13/28 | 600000 | 560570 |
| European Bank for Reconstruction & Development, 0.50%, 5/19/25 | 215000 | 196312 |
| European Bank for Reconstruction & Development, 0.50%, 1/28/26 | 100000 | 89080 |

---

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| | | |
|:---|:---|:---|
| European Investment Bank, 3.125%, 12/14/23 | 100000 | 98486 |
| European Investment Bank, 0.625%, 7/25/25 | 686000 | 625516 |
| European Investment Bank, 1.375%, 3/15/27 | 178000 | 160157 |
| European Investment Bank, 4.875%, 2/15/36 | 181000 | 196995 |
| Export Development Canada, 2.625%, 2/21/24 | 300000 | 292304 |
| Fifth Third Bancorp, 3.65%, 1/25/24 | 401000 | 394828 |
| Fifth Third Bancorp, 2.55%, 5/5/27 | 1357000 | 1223257 |
| Inter-American Development Bank, 3.00%, 10/4/23 | 100000 | 98540 |
| Inter-American Development Bank, 0.25%, 11/15/23 | 100000 | 95610 |
| Inter-American Development Bank, 0.625%, 7/15/25 | 418000 | 381071 |
| Inter-American Development Bank, 2.00%, 7/23/26 | 630000 | 585526 |
| Inter-American Development Bank, 2.375%, 7/7/27 | 227000 | 211684 |
| Inter-American Development Bank, 3.125%, 9/18/28 | 408000 | 390353 |
| Inter-American Development Bank, 1.125%, 1/13/31 | 579000 | 469089 |
| Intercontinental Exchange, Inc., 4.00%, 9/15/27 | 212000 | 208110 |
| International Bank for Reconstruction & Development, 1.75%, 4/19/23 | 50000 | 49456 |
| International Bank for Reconstruction & Development, 0.875%, 7/15/26 | 225000 | 200642 |
| International Bank for Reconstruction & Development, 0.75%, 11/24/27 | 630000 | 539197 |
| International Bank for Reconstruction & Development, 0.875%, 5/14/30 | 424000 | 342238 |
| International Finance Corp., 2.875%, 7/31/23 | 50000 | 49377 |
| JPMorgan Chase & Co., 5.50%, 10/15/40 | 999000 | 1004092 |
| Kreditanstalt fuer Wiederaufbau, 0.25%, 10/19/23 | 47000 | 45186 |
| Kreditanstalt fuer Wiederaufbau, 1.25%, 1/31/25 | 211000 | 197955 |
| Kreditanstalt fuer Wiederaufbau, 2.00%, 5/2/25 | 322000 | 305523 |
| Kreditanstalt fuer Wiederaufbau, 0.375%, 7/18/25 | 136000 | 123169 |
| Landwirtschaftliche Rentenbank, 2.00%, 1/13/25 | 623000 | 592941 |
| Landwirtschaftliche Rentenbank, 0.50%, 5/27/25 | 253000 | 230769 |
| Oesterreichische Kontrollbank AG, 2.875%, 3/13/23 | 75000 | 74641 |
| Oesterreichische Kontrollbank AG, 1.50%, 2/12/25 | 722000 | 680371 |
| PNC Financial Services Group, Inc., 3.15%, 5/19/27 | 1597000 | 1481199 |
| Sumitomo Mitsui Financial Group, Inc., 3.94%, 10/16/23 | 444000 | 439043 |
| Toronto-Dominion Bank, 0.75%, 1/6/26 | 622000 | 549208 |
| Toronto-Dominion Bank, 4.11%, 6/8/27 | 994000 | 960760 |
| Truist Financial Corp., 3.70%, 6/5/25 | 700000 | 681282 |
| US Bancorp, 3.95%, 11/17/25 | 640000 | 628161 |
| US Bancorp, 3.90%, 4/26/28 | 25000 | 23998 |
| US Bancorp, 1.375%, 7/22/30 | 1932000 | 1507491 |
| Wells Fargo & Co., 3.55%, 9/29/25 | 787000 | 763144 |
| Wells Fargo & Co., 3.00%, 10/23/26 | 1019000 | 952216 |
| Westpac Banking Corp., 2.70%, 8/19/26 | 300000 | 280260 |
| Westpac Banking Corp., 3.35%, 3/8/27 | 590000 | 560836 |
| Westpac Banking Corp., 3.40%, 1/25/28 | 212000 | 200600 |
|  |  | 25442231 |
| **Beverages — 1.5%** |  |  |
| Anheuser-Busch InBev Worldwide, Inc., 4.00%, 4/13/28 | 111000 | 107540 |
| Anheuser-Busch InBev Worldwide, Inc., 8.20%, 1/15/39 | 322000 | 406656 |
| Anheuser-Busch InBev Worldwide, Inc., 4.35%, 6/1/40 | 75000 | 67900 |
| Coca-Cola Co., 3.45%, 3/25/30 | 679000 | 633397 |
| Coca-Cola Co., 1.375%, 3/15/31 | 923000 | 730554 |
| Keurig Dr Pepper, Inc., 2.55%, 9/15/26 | 60000 | 55105 |
| Keurig Dr Pepper, Inc., 3.20%, 5/1/30 | 469000 | 413538 |
| Molson Coors Beverage Co., 3.00%, 7/15/26 | 728000 | 683179 |
| PepsiCo, Inc., 3.00%, 10/15/27 | 875000 | 827386 |
| PepsiCo, Inc., 1.625%, 5/1/30 | 742000 | 613921 |
| PepsiCo, Inc., 1.40%, 2/25/31 | 61000 | 48904 |
|  |  | 4588080 |

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| | | |
|:---|:---|:---|
| **Biotechnology — 0.6%** | | |
| AbbVie, Inc., 3.20%, 11/21/29 | 272000 | 248596 |
| AbbVie, Inc., 4.50%, 5/14/35 | 1651000 | 1565455 |
|  |  | 1814051 |
| **Capital Markets — 4.1%** |  |  |
| Ameriprise Financial, Inc., 2.875%, 9/15/26 | 1171000 | 1093641 |
| Bank of New York Mellon Corp., 1.05%, 10/15/26 | 305000 | 265815 |
| Bank of New York Mellon Corp., 3.85%, 4/28/28 | 570000 | 548664 |
| Bank of New York Mellon Corp., 3.85%, 4/26/29 | 125000 | 116918 |
| BlackRock, Inc., 3.25%, 4/30/29 | 2013000 | 1872666 |
| Brookfield Finance, Inc., 3.90%, 1/25/28 | 1378000 | 1282695 |
| Charles Schwab Corp., 3.20%, 3/2/27 | 100000 | 94591 |
| Charles Schwab Corp., 2.75%, 10/1/29 | 1326000 | 1163788 |
| Charles Schwab Corp., 1.65%, 3/11/31 | 555000 | 435894 |
| Franklin Resources, Inc., 1.60%, 10/30/30 | 649000 | 503910 |
| Goldman Sachs Group, Inc., 3.85%, 1/26/27 | 1675000 | 1610474 |
| Intercontinental Exchange, Inc., 4.35%, 6/15/29 | 135000 | 133342 |
| Lazard Group LLC, 4.375%, 3/11/29 | 906000 | 845449 |
| Morgan Stanley, 7.25%, 4/1/32 | 1200000 | 1374343 |
| Nasdaq, Inc., 3.85%, 6/30/26 | 888000 | 860428 |
| Nasdaq, Inc., 2.50%, 12/21/40 | 666000 | 437865 |
| S&P Global, Inc., 2.95%, 1/22/27 | 75000 | 70898 |
|  |  | 12711381 |
| **Chemicals — 2.4%** |  |  |
| Air Products and Chemicals, Inc., 1.50%, 10/15/25 | 636000 | 584562 |
| Dow Chemical Co., 4.80%, 11/30/28 | 888000 | 876748 |
| Eastman Chemical Co., 3.80%, 3/15/25 | 1772000 | 1730027 |
| EI du Pont de Nemours and Co., 2.30%, 7/15/30 | 782000 | 656209 |
| Linde, Inc., 3.20%, 1/30/26 | 80000 | 77432 |
| Mosaic Co., 4.05%, 11/15/27 | 25000 | 23868 |
| Mosaic Co., 5.45%, 11/15/33 | 1125000 | 1092097 |
| Nutrien Ltd., 2.95%, 5/13/30 | 651000 | 559889 |
| PPG Industries, Inc., 1.20%, 3/15/26 | 469000 | 416554 |
| RPM International, Inc., 4.55%, 3/1/29 | 858000 | 798989 |
| Westlake Corp., 3.60%, 8/15/26 | 120000 | 112787 |
| Westlake Corp., 3.375%, 6/15/30 | 671000 | 579340 |
|  |  | 7508502 |
| **Commercial Services and Supplies**<sup>†</sup> |  |  |
| Waste Management, Inc., 1.15%, 3/15/28 | 50000 | 41957 |
| **Construction and Engineering — 0.3%** |  |  |
| Quanta Services, Inc., 2.90%, 10/1/30 | 1060000 | 882000 |
| **Construction Materials — 0.1%** |  |  |
| Martin Marietta Materials, Inc., 3.50%, 12/15/27 | 270000 | 252008 |
| **Consumer Finance — 0.6%** |  |  |
| Ally Financial, Inc., 2.20%, 11/2/28 | 530000 | 423604 |
| Capital One Financial Corp., 3.75%, 3/9/27 | 860000 | 811578 |
| Capital One Financial Corp., 3.80%, 1/31/28 | 750000 | 701481 |
|  |  | 1936663 |
| **Containers and Packaging — 0.3%** |  |  |
| Sonoco Products Co., 2.85%, 2/1/32 | 494000 | 404813 |
| WRKCo, Inc., 3.375%, 9/15/27 | 68000 | 62193 |
| WRKCo, Inc., 4.90%, 3/15/29 | 358000 | 346294 |
|  |  | 813300 |
| **Diversified Financial Services — 0.7%** |  |  |
| Corebridge Financial, Inc., 3.65%, 4/5/27<sup>(1)</sup> | 600000 | 561970 |

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| | | |
|:---|:---|:---|
| Equitable Holdings, Inc., 4.35%, 4/20/28 | 1242000 | 1182625 |
| National Rural Utilities Cooperative Finance Corp., 3.70%, 3/15/29 | 272000 | 249583 |
| Sumitomo Mitsui Financial Group, Inc., 3.45%, 1/11/27 | 175000 | 163871 |
|  |  | 2158049 |
| **Diversified Telecommunication Services — 0.8%** |  |  |
| AT&T, Inc., 4.50%, 5/15/35 | 710000 | 651251 |
| Deutsche Telekom International Finance BV, 8.75%, 6/15/30 | 965000 | 1151098 |
| Verizon Communications, Inc., 2.55%, 3/21/31 | 415000 | 346442 |
| Verizon Communications, Inc., 4.40%, 11/1/34 | 460000 | 425296 |
|  |  | 2574087 |
| **Electric Utilities — 4.7%** |  |  |
| Berkshire Hathaway Energy Co., 4.05%, 4/15/25 | 1120000 | 1110038 |
| Berkshire Hathaway Energy Co., 3.25%, 4/15/28 | 100000 | 93187 |
| DTE Electric Co., 2.25%, 3/1/30 | 1024000 | 867956 |
| DTE Electric Co., Series C, 2.625%, 3/1/31 | 260000 | 222436 |
| Duke Energy Carolinas LLC, Series A, 6.00%, 12/1/28 | 1531000 | 1625512 |
| Duke Energy Florida LLC, 3.80%, 7/15/28 | 40000 | 38244 |
| Duke Energy Ohio, Inc., 2.125%, 6/1/30 | 210000 | 173453 |
| Entergy Arkansas LLC, 4.00%, 6/1/28 | 623000 | 589553 |
| Entergy Louisiana LLC, 2.40%, 10/1/26 | 686000 | 625080 |
| Entergy Louisiana LLC, 3.05%, 6/1/31 | 302000 | 260806 |
| Florida Power & Light Co., 3.125%, 12/1/25 | 565000 | 542895 |
| IPALCO Enterprises, Inc., 4.25%, 5/1/30 | 538000 | 483013 |
| MidAmerican Energy Co., 6.75%, 12/30/31 | 1251000 | 1417115 |
| NextEra Energy Capital Holdings, Inc., 2.25%, 6/1/30 | 950000 | 789080 |
| PacifiCorp, 2.70%, 9/15/30 | 90000 | 77071 |
| PPL Electric Utilities Corp., 6.25%, 5/15/39 | 963000 | 1043520 |
| Public Service Electric and Gas Co., 3.00%, 5/15/27 | 1070000 | 1001133 |
| Puget Energy, Inc., 2.38%, 6/15/28 | 489000 | 418806 |
| Puget Energy, Inc., 4.10%, 6/15/30 | 307000 | 276252 |
| Southwestern Electric Power Co., Series M, 4.10%, 9/15/28 | 454000 | 434035 |
| Union Electric Co., 2.95%, 3/15/30 | 2172000 | 1918001 |
| Wisconsin Power and Light Co., 3.00%, 7/1/29 | 422000 | 375929 |
|  |  | 14383115 |
| **Electronic Equipment, Instruments and Components — 0.5%** |  |  |
| Flex Ltd., 3.75%, 2/1/26 | 50000 | 47163 |
| Jabil, Inc., 3.00%, 1/15/31 | 400000 | 327979 |
| Trimble, Inc., 4.90%, 6/15/28 | 275000 | 266726 |
| Tyco Electronics Group SA, 3.125%, 8/15/27 | 973000 | 907210 |
|  |  | 1549078 |
| **Energy Equipment and Services — 0.2%** |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co.-Obligor, Inc., 3.34%, 12/15/27 | 217000 | 202850 |
| Schlumberger Investment SA, 2.65%, 6/26/30 | 417000 | 363134 |
|  |  | 565984 |
| **Entertainment — 0.1%** |  |  |
| Take-Two Interactive Software, Inc., 3.70%, 4/14/27 | 300000 | 284742 |
| **Equity Real Estate Investment Trusts (REITs) — 5.2%** |  |  |
| Alexandria Real Estate Equities, Inc., 3.375%, 8/15/31 | 100000 | 87360 |
| American Homes 4 Rent LP, 4.25%, 2/15/28 | 761000 | 709811 |
| American Tower Corp., 2.75%, 1/15/27 | 350000 | 317032 |
| American Tower Corp., 3.60%, 1/15/28 | 210000 | 193288 |
| American Tower Corp., 2.90%, 1/15/30 | 1246000 | 1068219 |
| AvalonBay Communities, Inc., 3.20%, 1/15/28 | 726000 | 669389 |
| Boston Properties LP, 3.65%, 2/1/26 | 1067000 | 1015361 |
| Brixmor Operating Partnership LP, 3.90%, 3/15/27 | 625000 | 573364 |

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| | | |
|:---|:---|:---|
| Camden Property Trust, 2.80%, 5/15/30 | 1075000 | 925420 |
| Crown Castle, Inc., 2.10%, 4/1/31 | 1070000 | 849382 |
| Digital Realty Trust LP, 3.60%, 7/1/29 | 1246000 | 1131165 |
| Equinix, Inc., 1.25%, 7/15/25 | 252000 | 227788 |
| Equinix, Inc., 2.90%, 11/18/26 | 175000 | 160061 |
| Equinix, Inc., 2.00%, 5/15/28 | 592000 | 498327 |
| Equinix, Inc., 3.90%, 4/15/32 | 820000 | 731838 |
| Highwoods Realty LP, 4.125%, 3/15/28 | 272000 | 247809 |
| Highwoods Realty LP, 2.60%, 2/1/31 | 301000 | 230308 |
| Kimco Realty Corp., 2.80%, 10/1/26 | 400000 | 368402 |
| Kimco Realty Corp., 1.90%, 3/1/28 | 222000 | 186810 |
| Prologis LP, 3.25%, 10/1/26 | 358000 | 338411 |
| Prologis LP, 2.25%, 4/15/30 | 1160000 | 971513 |
| Public Storage, 1.85%, 5/1/28 | 1660000 | 1429609 |
| Public Storage, 2.30%, 5/1/31 | 716000 | 593264 |
| Realty Income Corp., 3.65%, 1/15/28 | 232000 | 217600 |
| Realty Income Corp., 2.85%, 12/15/32 | 90000 | 73990 |
| Sun Communities Operating LP, 2.30%, 11/1/28 | 100000 | 82363 |
| UDR, Inc., 2.10%, 8/1/32 | 1423000 | 1059403 |
| Ventas Realty LP, 3.00%, 1/15/30 | 464000 | 394626 |
| Ventas Realty LP, 4.75%, 11/15/30 | 504000 | 476144 |
| Welltower, Inc., 4.25%, 4/1/26 | 174000 | 169246 |
|  |  | 15997303 |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 0.3%** |  |  |
| Alphabet, Inc., 1.10%, 8/15/30 | 1055000 | 840432 |
| **Food and Staples Retailing — 0.2%** |  |  |
| Walgreens Boots Alliance, Inc., 3.45%, 6/1/26 | 158000 | 151353 |
| Walgreens Boots Alliance, Inc., 3.20%, 4/15/30 | 333000 | 289626 |
| Walmart, Inc., 3.55%, 6/26/25 | 322000 | 317913 |
|  |  | 758892 |
| **Food Products — 1.5%** |  |  |
| Archer-Daniels-Midland Co., 3.25%, 3/27/30 | 2023000 | 1845707 |
| Bunge Ltd. Finance Corp., 3.25%, 8/15/26 | 220000 | 206407 |
| Campbell Soup Co., 4.15%, 3/15/28 | 659000 | 637583 |
| Conagra Brands, Inc., 5.30%, 11/1/38 | 10000 | 9543 |
| General Mills, Inc., 3.20%, 2/10/27 | 297000 | 282612 |
| General Mills, Inc., 4.20%, 4/17/28 | 469000 | 461113 |
| Ingredion, Inc., 2.90%, 6/1/30 | 459000 | 393462 |
| Mondelez International, Inc., 1.50%, 2/4/31 | 821000 | 635409 |
|  |  | 4471836 |
| **Gas Utilities — 0.1%** |  |  |
| Southern California Gas Co., 2.55%, 2/1/30 | 518000 | 445304 |
| **Health Care Equipment and Supplies — 0.5%** |  |  |
| Edwards Lifesciences Corp., 4.30%, 6/15/28 | 1233000 | 1191393 |
| Smith & Nephew PLC, 2.03%, 10/14/30 | 248000 | 194477 |
|  |  | 1385870 |
| **Health Care Providers and Services — 1.4%** |  |  |
| Cigna Corp., 3.20%, 3/15/40 | 938000 | 723057 |
| CVS Health Corp., 2.875%, 6/1/26 | 25000 | 23532 |
| HCA, Inc., 4.50%, 2/15/27 | 375000 | 360807 |
| HCA, Inc., 4.125%, 6/15/29 | 1266000 | 1158254 |
| UnitedHealth Group, Inc., 3.45%, 1/15/27 | 1352000 | 1299206 |
| UnitedHealth Group, Inc., 5.25%, 2/15/28 | 825000 | 849140 |
|  |  | 4413996 |

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| | | |
|:---|:---|:---|
| **Hotels, Restaurants and Leisure — 0.7%** | | |
| Expedia Group, Inc., 4.625%, 8/1/27 | 30000 | 29004 |
| Expedia Group, Inc., 3.25%, 2/15/30 | 412000 | 352728 |
| Hyatt Hotels Corp., 4.85%, 3/15/26 | 60000 | 59198 |
| McDonald's Corp., 4.70%, 12/9/35 | 322000 | 312645 |
| Starbucks Corp., 4.00%, 11/15/28 | 1511000 | 1456273 |
|  |  | 2209848 |
| **Household Durables — 0.2%** |  |  |
| Lennar Corp., 5.25%, 6/1/26 | 200000 | 197800 |
| Lennar Corp., 5.00%, 6/15/27 | 546000 | 535959 |
|  |  | 733759 |
| **Industrial Conglomerates — 0.9%** |  |  |
| 3M Co., 5.70%, 3/15/37 | 1226000 | 1299708 |
| Honeywell International, Inc., 1.75%, 9/1/31 | 1450000 | 1164392 |
| Honeywell International, Inc., 5.00%, 2/15/33 | 275000 | 283313 |
|  |  | 2747413 |
| **Insurance — 1.3%** |  |  |
| Athene Holding Ltd., 4.125%, 1/12/28 | 444000 | 406356 |
| Chubb INA Holdings, Inc., 3.15%, 3/15/25 | 969000 | 937263 |
| Chubb INA Holdings, Inc., 1.375%, 9/15/30 | 393000 | 309977 |
| First American Financial Corp., 4.00%, 5/15/30 | 66000 | 55833 |
| Hartford Financial Services Group, Inc., 2.80%, 8/19/29 | 105000 | 90066 |
| MetLife, Inc., 3.60%, 11/13/25 | 812000 | 791810 |
| Progressive Corp., 2.45%, 1/15/27 | 101000 | 92876 |
| Prudential PLC, 3.125%, 4/14/30 | 1019000 | 892461 |
| Willis North America, Inc., 4.50%, 9/15/28 | 500000 | 473106 |
|  |  | 4049748 |
| **Internet and Direct Marketing Retail — 0.3%** |  |  |
| Amazon.com, Inc., 5.20%, 12/3/25 | 200000 | 204904 |
| Amazon.com, Inc., 1.20%, 6/3/27 | 748000 | 653631 |
|  |  | 858535 |
| **IT Services — 0.7%** |  |  |
| International Business Machines Corp., 1.95%, 5/15/30 | 1659000 | 1365478 |
| Leidos, Inc., 4.375%, 5/15/30 | 964000 | 880701 |
|  |  | 2246179 |
| **Leisure Products — 0.1%** |  |  |
| Hasbro, Inc., 3.50%, 9/15/27 | 433000 | 401756 |
| **Machinery — 0.8%** |  |  |
| ABB Finance USA, Inc., 3.80%, 4/3/28 | 106000 | 100889 |
| Caterpillar Financial Services Corp., 1.10%, 9/14/27 | 100000 | 86033 |
| IDEX Corp., 3.00%, 5/1/30 | 277000 | 240341 |
| John Deere Capital Corp., 3.05%, 1/6/28 | 436000 | 409380 |
| John Deere Capital Corp., 1.45%, 1/15/31 | 262000 | 206403 |
| Kennametal, Inc., 4.625%, 6/15/28 | 108000 | 102136 |
| Oshkosh Corp., 4.60%, 5/15/28 | 858000 | 812975 |
| Parker-Hannifin Corp., 4.20%, 11/21/34 | 383000 | 353425 |
|  |  | 2311582 |
| **Media — 0.7%** |  |  |
| Comcast Corp., 2.65%, 2/1/30 | 1623000 | 1419097 |
| Comcast Corp., 4.25%, 10/15/30 | 630000 | 608015 |
| Interpublic Group of Cos., Inc., 4.75%, 3/30/30 | 222000 | 209977 |
|  |  | 2237089 |
| **Metals and Mining — 0.3%** |  |  |
| Kinross Gold Corp., 4.50%, 7/15/27 | 95000 | 90619 |
| Steel Dynamics, Inc., 3.25%, 1/15/31 | 1000000 | 855695 |
|  |  | 946314 |

---

------

---

| | | |
|:---|:---|:---|
| **Multiline Retail — 0.9%** | | |
| Dollar Tree, Inc., 4.20%, 5/15/28 | 1814000 | 1733787 |
| Target Corp., 2.65%, 9/15/30 | 1372000 | 1190072 |
|  |  | 2923859 |
| **Multi-Utilities — 0.5%** |  |  |
| Dominion Energy, Inc., 4.25%, 6/1/28 | 150000 | 143888 |
| San Diego Gas & Electric Co., 1.70%, 10/1/30 | 1625000 | 1304314 |
|  |  | 1448202 |
| **Oil, Gas and Consumable Fuels — 6.2%** |  |  |
| Boardwalk Pipelines LP, 5.95%, 6/1/26 | 125000 | 127526 |
| Boardwalk Pipelines LP, 4.80%, 5/3/29 | 930000 | 878557 |
| BP Capital Markets America, Inc., 3.63%, 4/6/30 | 948000 | 882235 |
| BP Capital Markets PLC, 3.28%, 9/19/27 | 370000 | 350252 |
| Burlington Resources LLC, 7.40%, 12/1/31 | 80000 | 92950 |
| Canadian Natural Resources Ltd., 2.95%, 7/15/30 | 598000 | 511430 |
| Cheniere Corpus Christi Holdings LLC, 5.125%, 6/30/27 | 996000 | 998046 |
| Chevron USA, Inc., 3.85%, 1/15/28 | 957000 | 930887 |
| Continental Resources, Inc., 4.375%, 1/15/28 | 530000 | 487986 |
| Devon Energy Corp., 4.50%, 1/15/30 | 530000 | 497813 |
| Enbridge, Inc., 1.60%, 10/4/26 | 750000 | 659879 |
| Enbridge, Inc., 3.125%, 11/15/29 | 292000 | 257859 |
| Energy Transfer LP, 4.95%, 5/15/28 | 530000 | 511083 |
| Enterprise Products Operating LLC, 3.70%, 2/15/26 | 80000 | 77407 |
| Equinor ASA, 3.70%, 3/1/24 | 270000 | 266719 |
| Equinor ASA, 2.875%, 4/6/25 | 444000 | 427353 |
| Exxon Mobil Corp., 3.04%, 3/1/26 | 333000 | 319086 |
| Exxon Mobil Corp., 2.44%, 8/16/29 | 595000 | 526755 |
| Exxon Mobil Corp., 2.61%, 10/15/30 | 1956000 | 1730445 |
| Hess Corp., 4.30%, 4/1/27 | 35000 | 33669 |
| Hess Corp., 7.875%, 10/1/29 | 21000 | 23545 |
| Kinder Morgan, Inc., 5.30%, 12/1/34 | 595000 | 566049 |
| Marathon Petroleum Corp., 4.70%, 5/1/25 | 440000 | 436573 |
| MPLX LP, 2.65%, 8/15/30 | 1281000 | 1052340 |
| Phillips 66, 3.90%, 3/15/28 | 484000 | 459777 |
| Pioneer Natural Resources Co., 1.90%, 8/15/30 | 963000 | 770313 |
| Plains All American Pipeline LP / PAA Finance Corp., 4.50%, 12/15/26 | 250000 | 241091 |
| Sabine Pass Liquefaction LLC, 5.00%, 3/15/27 | 140000 | 138264 |
| Shell International Finance BV, 3.25%, 5/11/25 | 277000 | 269355 |
| Shell International Finance BV, 2.50%, 9/12/26 | 418000 | 392068 |
| Shell International Finance BV, 2.75%, 4/6/30 | 2163000 | 1921696 |
| TotalEnergies Capital International SA, 2.43%, 1/10/25 | 219000 | 209981 |
| TransCanada PipeLines Ltd., 4.25%, 5/15/28 | 126000 | 120524 |
| Valero Energy Corp., 6.625%, 6/15/37 | 333000 | 359329 |
| Valero Energy Partners LP, 4.50%, 3/15/28 | 793000 | 777076 |
| Williams Cos., Inc., 4.00%, 9/15/25 | 757000 | 738601 |
|  |  | 19044519 |
| **Personal Products**<sup>†</sup> |  |  |
| Unilever Capital Corp., 5.90%, 11/15/32 | 70000 | 76560 |
| **Pharmaceuticals — 1.7%** |  |  |
| Astrazeneca Finance LLC, 2.25%, 5/28/31 | 322000 | 270670 |
| AstraZeneca PLC, 4.00%, 1/17/29 | 649000 | 630979 |
| Bristol-Myers Squibb Co., 1.45%, 11/13/30 | 384000 | 306734 |
| Bristol-Myers Squibb Co., 2.95%, 3/15/32 | 300000 | 265190 |
| Eli Lilly & Co., 3.375%, 3/15/29 | 310000 | 294742 |
| Johnson & Johnson, 0.55%, 9/1/25 | 40000 | 36387 |

---

------

---

| | | |
|:---|:---|:---|
| Johnson & Johnson, 2.90%, 1/15/28 | 484000 | 457280 |
| Johnson & Johnson, 3.625%, 3/3/37 | 100000 | 90293 |
| Merck & Co., Inc., 0.75%, 2/24/26 | 520000 | 465817 |
| Merck & Co., Inc., 3.40%, 3/7/29 | 524000 | 494137 |
| Mylan, Inc., 4.55%, 4/15/28 | 100000 | 94292 |
| Novartis Capital Corp., 3.10%, 5/17/27 | 257000 | 246277 |
| Novartis Capital Corp., 2.20%, 8/14/30 | 175000 | 150451 |
| Royalty Pharma PLC, 2.20%, 9/2/30 | 888000 | 704394 |
| Sanofi, 3.625%, 6/19/28 | 751000 | 722015 |
|  |  | 5229658 |
| **Professional Services — 0.3%** |  |  |
| Verisk Analytics, Inc., 4.125%, 3/15/29 | 944000 | 893401 |
| **Road and Rail — 0.4%** |  |  |
| Canadian National Railway Co., 6.25%, 8/1/34 | 358000 | 395321 |
| CSX Corp., 4.10%, 11/15/32 | 600000 | 570689 |
| Norfolk Southern Corp., 3.15%, 6/1/27 | 125000 | 116795 |
| Norfolk Southern Corp., 3.80%, 8/1/28 | 153000 | 146537 |
|  |  | 1229342 |
| **Semiconductors and Semiconductor Equipment — 2.7%** |  |  |
| Broadcom, Inc., 4.30%, 11/15/32 | 610000 | 543540 |
| Broadcom, Inc., 2.60%, 2/15/33<sup>(1)</sup> | 741000 | 560605 |
| Intel Corp., 4.15%, 8/5/32 | 300000 | 283551 |
| Intel Corp., 4.60%, 3/25/40 | 431000 | 399370 |
| KLA Corp., 4.65%, 7/15/32 | 275000 | 272557 |
| Lam Research Corp., 3.75%, 3/15/26 | 630000 | 615707 |
| Marvell Technology, Inc., 2.95%, 4/15/31 | 1049000 | 858092 |
| Micron Technology, Inc., 4.19%, 2/15/27 | 297000 | 284143 |
| NVIDIA Corp., 2.85%, 4/1/30 | 2653000 | 2344440 |
| NVIDIA Corp., 2.00%, 6/15/31 | 358000 | 291371 |
| NXP BV / NXP Funding LLC, 5.55%, 12/1/28 | 504000 | 506360 |
| QUALCOMM, Inc., 3.25%, 5/20/27 | 1500000 | 1433751 |
|  |  | 8393487 |
| **Software — 1.9%** |  |  |
| Adobe, Inc., 2.30%, 2/1/30 | 527000 | 453953 |
| Autodesk, Inc., 2.85%, 1/15/30 | 2188000 | 1905312 |
| Oracle Corp., 3.25%, 5/15/30 | 392000 | 342408 |
| Oracle Corp., 2.875%, 3/25/31 | 1025000 | 858415 |
| Roper Technologies, Inc., 1.40%, 9/15/27 | 135000 | 115459 |
| Salesforce, Inc., 1.95%, 7/15/31 | 1550000 | 1263811 |
| VMware, Inc., 1.80%, 8/15/28 | 146000 | 120623 |
| VMware, Inc., 4.70%, 5/15/30 | 752000 | 707332 |
|  |  | 5767313 |
| **Specialty Retail — 1.3%** |  |  |
| AutoNation, Inc., 3.80%, 11/15/27 | 116000 | 104963 |
| Home Depot, Inc., 2.80%, 9/14/27 | 210000 | 196728 |
| Home Depot, Inc., 2.95%, 6/15/29 | 2023000 | 1848375 |
| Home Depot, Inc., 3.30%, 4/15/40 | 247000 | 200631 |
| Lowe's Cos., Inc., 5.00%, 4/15/40 | 20000 | 18925 |
| O'Reilly Automotive, Inc., 4.35%, 6/1/28 | 775000 | 752918 |
| TJX Cos., Inc., 1.15%, 5/15/28 | 1196000 | 1004995 |
|  |  | 4127535 |
| **Technology Hardware, Storage and Peripherals — 1.1%** |  |  |
| Apple, Inc., 3.25%, 2/23/26 | 348000 | 336937 |
| Apple, Inc., 3.20%, 5/11/27 | 614000 | 589863 |
| Apple, Inc., 3.00%, 11/13/27 | 300000 | 283984 |

---

------

---

| | | |
|:---|:---|:---|
| Apple, Inc., 2.20%, 9/11/29 | 327000 | 286387 |
| Hewlett Packard Enterprise Co., 6.20%, 10/15/35 | 594000 | 622946 |
| HP, Inc., 4.75%, 1/15/28 | 50000 | 48655 |
| HP, Inc., 3.40%, 6/17/30 | 1570000 | 1355235 |
|  |  | 3524007 |
| **Textiles, Apparel and Luxury Goods — 0.8%** |  |  |
| NIKE, Inc., 2.85%, 3/27/30 | 2827000 | 2544361 |
| **Trading Companies and Distributors — 0.1%** |  |  |
| Air Lease Corp., 3.625%, 12/1/27 | 321000 | 287740 |
| **Transportation Infrastructure — 0.3%** |  |  |
| FedEx Corp. 2020-1 Class AA Pass Through Trust, Series 2020-1, Class AA, 1.875%, 8/20/35 | 1063628 | 876837 |
| **Wireless Telecommunication Services — 0.5%** |  |  |
| T-Mobile USA, Inc., 3.75%, 4/15/27 | 210000 | 199055 |
| T-Mobile USA, Inc., 2.55%, 2/15/31 | 1032000 | 856714 |
| T-Mobile USA, Inc., 2.25%, 11/15/31 | 756000 | 602472 |
|  |  | 1658241 |
| **TOTAL CORPORATE BONDS**<br>(Cost $205,672,448) |  | **192513827** |
| **U.S. TREASURY SECURITIES — 24.8%** |  |  |
| U.S. Treasury Bonds, 4.50%, 2/15/36 | 2000000 | 2183008 |
| U.S. Treasury Bonds, 1.125%, 8/15/40 | 3286800 | 2089493 |
| U.S. Treasury Bonds, 1.875%, 2/15/41 | 1767600 | 1278437 |
| U.S. Treasury Bonds, 2.25%, 5/15/41 | 1400200 | 1076759 |
| U.S. Treasury Bonds, 2.00%, 11/15/41 | 4865200 | 3546085 |
| U.S. Treasury Bonds, 2.75%, 8/15/42 | 5950000 | 4905031 |
| U.S. Treasury Bonds, 2.875%, 5/15/43 | 2250000 | 1882925 |
| U.S. Treasury Bonds, 2.50%, 2/15/45 | 2997000 | 2313309 |
| U.S. Treasury Bonds, 2.875%, 8/15/45 | 2120000 | 1747137 |
| U.S. Treasury Notes, 0.125%, 12/15/23 | 1500000 | 1430170 |
| U.S. Treasury Notes, 0.875%, 1/31/24 | 5600000 | 5362000 |
| U.S. Treasury Notes, 2.25%, 3/31/24 | 5517000 | 5350089 |
| U.S. Treasury Notes, 0.375%, 4/15/24 | 5559400 | 5248638 |
| U.S. Treasury Notes, 2.50%, 5/15/24 | 4850000 | 4707721 |
| U.S. Treasury Notes, 1.50%, 11/30/24 | 3873200 | 3662897 |
| U.S. Treasury Notes, 2.25%, 12/31/24 | 3500000 | 3356855 |
| U.S. Treasury Notes, 1.375%, 1/31/25<sup>(2)</sup> | 3790200 | 3564861 |
| U.S. Treasury Notes, 2.75%, 2/28/25 | 3268800 | 3164224 |
| U.S. Treasury Notes, 0.375%, 4/30/25 | 1767600 | 1613867 |
| U.S. Treasury Notes, 2.75%, 8/31/25 | 1447300 | 1395797 |
| U.S. Treasury Notes, 2.625%, 12/31/25 | 1943800 | 1863998 |
| U.S. Treasury Notes, 2.625%, 1/31/26 | 2725000 | 2610678 |
| U.S. Treasury Notes, 0.75%, 3/31/26 | 2650000 | 2383292 |
| U.S. Treasury Notes, 0.875%, 9/30/26 | 2297600 | 2047018 |
| U.S. Treasury Notes, 0.375%, 9/30/27 | 3313200 | 2811302 |
| U.S. Treasury Notes, 1.375%, 10/31/28 | 4152600 | 3620873 |
| U.S. Treasury Notes, 2.625%, 2/15/29 | 1547000 | 1446566 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $81,053,758) |  | **76663030** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 19.5%** |  |  |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 19.5%** |  |  |
| GNMA, 4.00%, TBA | 5500000 | 5251426 |
| GNMA, 4.50%, TBA | 4000000 | 3918906 |
| GNMA, 5.00%, TBA | 4000000 | 3997500 |
| GNMA, 4.50%, TBA | 4000000 | 3919219 |
| UMBS, 2.50%, TBA | 1500000 | 1386322 |

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------

---

| | | |
|:---|:---|:---|
| UMBS, 2.50%, TBA | 3000000 | 2775456 |
| UMBS, 2.00%, TBA | 2500000 | 2249560 |
| UMBS, 4.00%, TBA | 1000000 | 977812 |
| UMBS, 4.50%, TBA | 1000000 | 996306 |
| UMBS, 2.00%, TBA | 2500000 | 2252881 |
| UMBS, 3.00%, TBA | 3250000 | 2877610 |
| UMBS, 4.00%, TBA | 2250000 | 2128271 |
| UMBS, 4.50%, TBA | 5000000 | 4867969 |
| UMBS, 5.00%, TBA | 5000000 | 4976562 |
| UMBS, 5.50%, TBA | 4000000 | 4046659 |
| UMBS, 3.00%, TBA | 5000000 | 4430804 |
| UMBS, 4.00%, TBA | 3500000 | 3312012 |
| UMBS, 4.50%, TBA | 3000000 | 2921016 |
| UMBS, 5.00%, TBA | 3000000 | 2985469 |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $58,868,213) |  | **60271760** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 2.6%** |  |  |
| Federal Farm Credit Banks Funding Corp., 1.125%, 1/6/25 | 100000 | 93356 |
| FHLB, 3.375%, 12/8/23 | 150000 | 147850 |
| FHLB, 3.625%, 2/28/24 | 950000 | 935595 |
| FHLB, 2.75%, 12/13/24 | 15000 | 14498 |
| FHLB, 2.375%, 3/14/25 | 50000 | 47860 |
| FHLB, 3.125%, 6/13/25 | 50000 | 48663 |
| FHLB, 0.375%, 9/4/25 | 125000 | 112711 |
| FHLB, 1.25%, 12/21/26 | 200000 | 179582 |
| FHLB, 3.00%, 3/12/27 | 50000 | 47998 |
| FHLB, 3.25%, 11/16/28 | 1070000 | 1035527 |
| FHLMC, 5.31%, 11/15/24 | 250000 | 250003 |
| FHLMC, 4.00%, 11/25/24 | 450000 | 443777 |
| FHLMC, 1.50%, 2/12/25 | 50000 | 47030 |
| FHLMC, 0.375%, 7/21/25 | 251000 | 227300 |
| FHLMC, 0.375%, 9/23/25 | 646000 | 581460 |
| FNMA, 2.50%, 2/5/24 | 30000 | 29258 |
| FNMA, 1.625%, 10/15/24 | 237000 | 224822 |
| FNMA, 0.625%, 4/22/25 | 125000 | 114505 |
| FNMA, 0.50%, 6/17/25 | 100000 | 91091 |
| FNMA, 0.375%, 8/25/25 | 100000 | 90296 |
| FNMA, 6.25%, 5/15/29 | 221000 | 249199 |
| FNMA, 7.125%, 1/15/30 | 105000 | 125030 |
| FNMA, 7.25%, 5/15/30 | 20000 | 24122 |
| FNMA, 6.625%, 11/15/30 | 361000 | 423265 |
| FNMA, 5.625%, 7/15/37 | 408000 | 457297 |
| Tennessee Valley Authority, 0.75%, 5/15/25 | 105000 | 95797 |
| Tennessee Valley Authority, Series A, 2.875%, 2/1/27 | 60000 | 57177 |
| Tennessee Valley Authority, 7.125%, 5/1/30 | 1106000 | 1301905 |
| Tennessee Valley Authority, Series B, 4.70%, 7/15/33 | 400000 | 406768 |
| Tennessee Valley Authority, 5.88%, 4/1/36 | 90000 | 100528 |
| **TOTAL U.S. GOVERNMENT AGENCY SECURITIES**<br>(Cost $8,408,885) |  | **8004270** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.2%** |  |  |
| **Canada — 0.1%** |  |  |
| Export Development Canada, 3.375%, 8/26/25 | 250000 | 244325 |
| **Sweden — 0.1%** |  |  |
| Svensk Exportkredit AB, 0.625%, 5/14/25 | 200000 | 182885 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $438,064) |  | **427210** |

---

------

---

| | | |
|:---|:---|:---|
| **SHORT-TERM INVESTMENTS**<sup>(3)</sup> **— 8.9%** | | |
| **U.S. Treasury Bills**<sup>(4)</sup> **— 8.9%** | | |
| U.S. Treasury Bills, 3.80%, 12/8/22 | 500000 | 499650 |
| U.S. Treasury Bills, 3.59%, 12/13/22 | 3400000 | 3396011 |
| U.S. Treasury Bills, 4.03%, 1/17/23 | 4500000 | 4476448 |
| U.S. Treasury Bills, 4.14%, 1/24/23 | 500000 | 496989 |
| U.S. Treasury Bills, 4.11%, 1/31/23 | 5500000 | 5461796 |
| U.S. Treasury Bills, 4.17%, 2/2/23 | 9250000 | 9184966 |
| U.S. Treasury Bills, 4.23%, 2/21/23 | 4000000 | 3962341 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $27,479,504) |  | **27478201** |
| **TOTAL INVESTMENT SECURITIES—118.3%**<br>(Cost $381,920,872) |  | **365358298** |
| **OTHER ASSETS AND LIABILITIES — (18.3)%** |  | **(56452638)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**308905660** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 10-Year Notes | 10 | March 2023 | $1135000 | $5840 |
| U.S. Treasury Long Bonds | 65 | March 2023 | 8255000 | 21788 |
|  |  |  | $9390000 | $27628 |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type**<sup>‡</sup> | **Fixed<br>Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value^** |
| Markit CDX North America Investment Grade Index Series 38 | Sell | 1.00% | 6/20/27 | $5000000 | $36301 | $37671 | $73972 |

---

§Credit default swap agreements enable the fund to buy/sell protection against a credit event of a specific issuer or index. As a seller of credit protection against a security or basket of securities, the fund receives an upfront and/or periodic payment to compensate against potential default events. The fund may attempt to enhance returns by selling protection.

‡The maximum potential amount the fund could be required to deliver as a seller of credit protection if a credit event occurs as defined under the terms of the agreement is the notional amount. The maximum potential amount may be partially offset by any recovery values of the referenced obligations and upfront payments received upon entering into the agreement.

^The value for credit default swap agreements serves as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability or profit at the period end. Increasing values in absolute terms when compared to the notional amount of the credit default swap agreement represent a deterioration of the referenced entity's credit soundness and an increased likelihood or risk of a credit event occurring as defined in the agreement.

------

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CDX | - | Credit Derivatives Indexes |
| FHLB | - | Federal Home Loan Bank |
| FHLMC | - | Federal Home Loan Mortgage Corporation |
| FNMA | - | Federal National Mortgage Association |
| GNMA | - | Government National Mortgage Association |
| TBA | - | To-Be-Announced. Security was purchased on a forward commitment basis with an approximate principal amount and maturity date. Actual principal amount and maturity date will be determined upon settlement. |
| UMBS | - | Uniform Mortgage-Backed Securities |

---

†Category is less than 0.05% of total net assets.

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $1,122,575, which represented 0.4% of total net assets.

(2)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $1,830,207.

(3)Category includes collateral received at the custodian bank for collateral requirements on forward commitments. At the period end, the aggregate value of cash deposits received was $349,744.

(4) The rate indicated is the yield to maturity at purchase for non–interest bearing securities. For interest bearing securities, the stated coupon rate is shown.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS**

**1. Investment Valuations**

The fund determines the fair value of its investments and computes its net asset value (NAV) per share at the close of regular trading (usually 4 p.m. Eastern time) on the New York Stock Exchange (NYSE) on each day the NYSE is open. The value of investments of the fund is determined by American Century Investment Management, Inc. (ACIM) (the investment advisor), as the valuation designee, pursuant to its valuation policies and procedures. The Board of Trustees oversees the valuation designee and reviews its valuation policies and procedures at least annually.

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Commercial paper is valued using a curve-based approach that considers money market rates for specific instruments, programs, currencies and maturity points from a variety of active market makers.

Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange. Swap agreements are valued at an evaluated mean as provided by independent pricing services or independent brokers.

If the valuation designee determines that the market price for a portfolio security is not readily available or is believed by the valuation designee to be unreliable, such security is valued at fair value as determined in good faith by the valuation designee, in accordance with its policies and procedures. Circumstances that may cause the fund to determine that market quotations are not available or reliable include, but are not limited to: when there is a significant event subsequent to the market quotation; trading in a security has been halted during the trading day; or trading in a security is insufficient or did not take place due to a closure or holiday.

The valuation designee monitors for significant events occurring after the close of an investment's primary exchange but before the fund's NAV per share is determined. Significant events may include, but are not limited to: corporate announcements and transactions; regulatory news, governmental action and political unrest that could impact a specific investment or an investment sector; or armed conflicts, natural disasters and similar events that could affect investments in a specific country or region.

**2. Fair Value Measurements**

The fund's investments valuation process is based on several considerations and may use multiple inputs to determine the fair value of the investments held by the fund. In conformity with accounting principles generally accepted in the United States of America, the inputs used to determine a valuation are classified into three broad levels.

• Level 1 valuation inputs consist of unadjusted quoted prices in an active market for identical investments.

• Level 2 valuation inputs consist of direct or indirect observable market data (including quoted prices for comparable investments, evaluations of subsequent market events, interest rates, prepayment speeds, credit risk, etc.). These inputs also consist of quoted prices for identical investments initially expressed in local currencies that are adjusted through translation into U.S. dollars.

• Level 3 valuation inputs consist of unobservable data (including a fund's own assumptions).

The level classification is based on the lowest level input that is significant to the fair valuation measurement. The valuation inputs are not necessarily an indication of the risks associated with investing in these securities or other financial instruments.

------

The following is a summary of the level classifications as of period end. The Schedule of Investments provides additional information on the fund's portfolio holdings.

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Corporate Bonds |  | $192513827 |  |
| U.S. Treasury Securities |  | 76663030 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 60271760 |  |
| U.S. Government Agency Securities |  | 8004270 |  |
| Sovereign Governments and Agencies |  | 427210 |  |
| Short-Term Investments |  | 27478201 |  |
|  |  | $365358298 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $27628 |  |  |
| Swap Agreements |  | $73972 |  |
|  | $27628 | $73972 |  |

---

*This schedule of investments provides information about the fund's portfolio holdings as of the date on the schedule. It is unaudited, and American Century Investments assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund's most recent annual or semiannual shareholder report.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century ETF Trust

- **b. Investment Company Act file number:** 811-23305

- **c. CIK number of Registrant:** 0001710607

- **d. LEI of Registrant:** 5493006IKK34YJD98183

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Avantis Core Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000069304

- **c. LEI of Series:** 5493005QQB5ZRJ4CMQ30

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $404459479.47

**Total Liabilities:** $101783773.27

**Net Assets:** $302675706.20

**Cash Not Reported:** $876649.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 33498.000000000000 | **1-Year:** 4844.000000000000 | **5-Year:** 63187.000000000000 | **10-Year:** 42684.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221278 | -4.65%               | -1.00%               | 3.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2436564.52             | $-9725226.50                               |
| Month 2  | $-4217517.15             | $1360128.19                                |
| Month 3  | $-568634.77              | $10158117.31                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal Home Loan Banks                                 | Federal Home Loan Banks 2.38 03/14/2025                                 | CUSIP: 3130A4CH3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |     50000 | PA      | $47860.33     | 0.02%             | 2025-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 3.13 06/13/2025                                 | CUSIP: 3130AEBV1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |     50000 | PA      | $48663.27     | 0.02%             | 2025-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                        | T-Mobile USA Inc 2.25 11/15/2031                                        | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    756000 | PA      | $602472.23    | 0.20%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                        | T-Mobile USA Inc 2.55 02/15/2031                                        | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    832000 | PA      | $690684.04    | 0.23%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                          | BP Capital Markets America Inc 3.63 04/06/2030                          | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    948000 | PA      | $882234.72    | 0.29%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co 1.45 11/13/2030                                 | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    384000 | PA      | $306734.18    | 0.10%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 3.25 11/16/2028                                 | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |   1070000 | PA      | $1035526.54   | 0.34%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 0.38 09/04/2025                                 | CUSIP: 3130AK5E2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    125000 | PA      | $112711.00    | 0.04%             | 2025-09-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                       | Take-Two Interactive Software Inc 3.70 04/14/2027                       | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284741.87    | 0.09%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Target Corp                                             | Target Corp 2.65 09/15/2030                                             | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1190072.11   | 0.39%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                                     | ABB Finance USA Inc 3.80 04/03/2028                                     | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    106000 | PA      | $100888.72    | 0.03%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                | AT&T Inc 4.50 05/15/2035                                                | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    660000 | PA      | $605388.37    | 0.20%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Bill 0.00 12/08/2022                             | CUSIP: 912796X61<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499650.49    | 0.17%             | 2022-12-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Bill 0.00 02/02/2023                             | CUSIP: 912796XT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9250000 | PA      | $9184966.67   | 3.03%             | 2023-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 1.25 12/21/2026                                 | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    200000 | PA      | $179581.93    | 0.06%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 3.63 02/28/2024                                 | CUSIP: 3130ASXL8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    950000 | PA      | $935594.74    | 0.31%             | 2024-02-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                              | Tennessee Valley Authority 5.88 04/01/2036                              | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     90000 | PA      | $100527.50    | 0.03%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                              | Tennessee Valley Authority 7.13 05/01/2030                              | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1106000 | PA      | $1301904.51   | 0.43%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                 | Bristol-Myers Squibb Co 2.95 03/15/2032                                 | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265190.31    | 0.09%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                        | Brixmor Operating Partnership LP 3.90 03/15/2027                        | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    625000 | PA      | $573364.11    | 0.19%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                               | Federal Farm Credit Banks Funding Corp 1.13 01/06/2025                  | CUSIP: 3133ENKS8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGA              | US        |    100000 | PA      | $93355.96     | 0.03%             | 2025-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                         | Federal Home Loan Mortgage Corp 4.00 11/25/2024                         | CUSIP: 3134GXR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    450000 | PA      | $443776.89    | 0.15%             | 2024-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Bill- When Issued 0.00 02/21/2023                | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3962340.77   | 1.31%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Bill 0.00 12/13/2022                             | CUSIP: 912796YY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3396010.68   | 1.12%             | 2022-12-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                              | Tennessee Valley Authority 4.70 07/15/2033                              | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    400000 | PA      | $406767.90    | 0.13%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                              | Tennessee Valley Authority 2.88 02/01/2027                              | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     60000 | PA      | $57176.75     | 0.02%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                  | Svensk Exportkredit AB 0.63 05/14/2025                                  | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    200000 | PA      | $182885.60    | 0.06%             | 2025-05-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc 4.50 05/14/2035                                              | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1565455.14   | 0.52%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc 4.30 11/15/2032                                            | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    610000 | PA      | $543540.22    | 0.18%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc 2.60 02/15/2033                                            | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    741000 | PA      | $560605.01    | 0.19%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                         | Federal Home Loan Mortgage Corp 5.31 11/15/2024                         | CUSIP: 3134GY2K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    250000 | PA      | $250002.94    | 0.08%             | 2024-11-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 6.25 05/15/2029                   | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    221000 | PA      | $249198.70    | 0.08%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                              | Tennessee Valley Authority 0.75 05/15/2025                              | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    105000 | PA      | $95796.91     | 0.03%             | 2025-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                             | Textron Inc 4.00 03/15/2026                                             | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    273000 | PA      | $264215.53    | 0.09%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Bill 0.00 01/17/2023                             | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4476447.87   | 1.48%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Bill 0.00 01/31/2023                             | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5461795.85   | 1.80%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc 3.20 11/21/2029                                              | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    272000 | PA      | $248596.20    | 0.08%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                  | Chubb INA Holdings Inc 3.15 03/15/2025                                  | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    969000 | PA      | $937262.49    | 0.31%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc 4.19 02/15/2027                                   | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    297000 | PA      | $284143.35    | 0.09%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                   | MidAmerican Energy Co 6.75 12/30/2031                                   | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1417115.17   | 0.47%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                  | Brookfield Finance Inc 3.90 01/25/2028                                  | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1378000 | PA      | $1282694.47   | 0.42%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                  | Bunge Ltd Finance Corp 3.25 08/15/2026                                  | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206406.65    | 0.07%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 7.13 01/15/2030                   | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105000 | PA      | $125030.10    | 0.04%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 7.25 05/15/2030                   | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20000 | PA      | $24122.14     | 0.01%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                | Burlington Resources LLC 7.40 12/01/2031                                | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $92949.60     | 0.03%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                              | Cigna Corp 3.20 03/15/2040                                              | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    938000 | PA      | $723056.41    | 0.24%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                             | Textron Inc 3.65 03/15/2027                                             | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     61000 | PA      | $57186.94     | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                             | Textron Inc 2.45 03/15/2031                                             | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    489000 | PA      | $394531.13    | 0.13%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                | US LONG BOND(CBT) Mar23                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        60 | NC      | $17985.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                           | US 10YR NOTE (CBT)Mar23                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        10 | NC      | $5839.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 6.63 11/15/2030                   | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361000 | PA      | $423264.77    | 0.14%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 0.63 04/22/2025                   | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125000 | PA      | $114505.10    | 0.04%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                   | 3M Co 5.70 03/15/2037                                                   | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1299707.83   | 0.43%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                               | Toronto-Dominion Bank/The 0.75 01/06/2026                               | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    622000 | PA      | $549207.91    | 0.18%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 0.50 06/17/2025                   | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $91091.34     | 0.03%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 0.38 08/25/2025                   | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $90296.18     | 0.03%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                               | Adobe Inc 2.30 02/01/2030                                               | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    527000 | PA      | $453953.01    | 0.15%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                | African Development Bank 0.75 04/03/2023                                | CUSIP: 008281BC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    110000 | PA      | $108629.73    | 0.04%             | 2023-04-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 2.50 02/05/2024                   | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30000 | PA      | $29258.31     | 0.01%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 1.63 10/15/2024                   | CUSIP: 3135G0W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    237000 | PA      | $224822.30    | 0.07%             | 2024-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                               | Toronto-Dominion Bank/The 4.11 06/08/2027                               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    994000 | PA      | $960760.43    | 0.32%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                  | TotalEnergies Capital International SA 2.43 01/10/2025                  | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    219000 | PA      | $209980.66    | 0.07%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                | African Development Bank 0.88 07/22/2026                                | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    353000 | PA      | $311196.33    | 0.10%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                          | Air Lease Corp 3.63 12/01/2027                                          | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    321000 | PA      | $287739.77    | 0.10%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                | CSX Corp 4.10 11/15/2032                                                | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570688.87    | 0.19%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                         | CVS Health Corp 2.88 06/01/2026                                         | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23532.33     | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                | Toyota Motor Credit Corp 2.15 02/13/2030                                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84997.46     | 0.03%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                | Toyota Motor Credit Corp 3.38 04/01/2030                                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    530000 | PA      | $487110.97    | 0.16%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                | Toyota Motor Credit Corp 1.65 01/10/2031                                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $806214.73    | 0.27%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                | Toyota Motor Credit Corp 3.05 03/22/2027                                | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188051.82    | 0.06%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                   | Camden Property Trust 2.80 05/15/2030                                   | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $925419.83    | 0.31%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                        | Campbell Soup Co 4.15 03/15/2028                                        | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    659000 | PA      | $637582.94    | 0.21%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                | Molson Coors Beverage Co 3.00 07/15/2026                                | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    728000 | PA      | $683178.76    | 0.23%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                              | Mondelez International Inc 1.50 02/04/2031                              | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    821000 | PA      | $635409.23    | 0.21%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley 7.25 04/01/2032                                          | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1374342.61   | 0.45%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                           | Mosaic Co/The 5.45 11/15/2033                                           | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1092097.53   | 0.36%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                           | Mosaic Co/The 4.05 11/15/2027                                           | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23867.89     | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                               | Mylan Inc 4.55 04/15/2028                                               | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94291.78     | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                | NXP BV / NXP Funding LLC 5.55 12/01/2028                                | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    504000 | PA      | $506360.25    | 0.17%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                              | Nasdaq Inc 3.85 06/30/2026                                              | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    888000 | PA      | $860427.91    | 0.28%             | 2026-06-30      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                              | Nasdaq Inc 2.50 12/21/2040                                              | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    666000 | PA      | $437865.10    | 0.14%             | 2040-12-21      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp       | National Rural Utilities Cooperative Finance Corp 3.70 03/15/2029       | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    272000 | PA      | $249583.29    | 0.08%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                     | NextEra Energy Capital Holdings Inc 2.25 06/01/2030                     | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207652.52    | 0.07%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                | NIKE Inc 2.85 03/27/2030                                                | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2544360.75   | 0.84%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                            | Canadian National Railway Co 6.25 08/01/2034                            | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    358000 | PA      | $395321.12    | 0.13%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                          | Canadian Natural Resources Ltd 2.95 07/15/2030                          | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    598000 | PA      | $511430.29    | 0.17%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                               | TransCanada PipeLines Ltd 4.25 05/15/2028                               | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $120523.82    | 0.04%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                             | Trimble Inc 4.90 06/15/2028                                             | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266726.43    | 0.09%             | 2028-06-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                               | Tyco Electronics Group SA 3.13 08/15/2027                               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    973000 | PA      | $907209.95    | 0.30%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                 | UDR Inc 2.10 08/01/2032                                                 | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1059403.17   | 0.35%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                   | Unilever Capital Corp 5.90 11/15/2032                                   | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76559.51     | 0.03%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                       | Union Electric Co 2.95 03/15/2030                                       | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $1918001.35   | 0.63%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                         | Federal Home Loan Mortgage Corp 1.50 02/12/2025                         | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     50000 | PA      | $47030.16     | 0.02%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                         | Federal Home Loan Mortgage Corp 0.38 07/21/2025                         | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    251000 | PA      | $227300.30    | 0.08%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                   | Norfolk Southern Corp 3.15 06/01/2027                                   | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116794.97    | 0.04%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                   | Norfolk Southern Corp 3.80 08/01/2028                                   | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    153000 | PA      | $146536.87    | 0.05%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp 3.90 04/26/2028                                              | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23998.02     | 0.01%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp 3.95 11/17/2025                                              | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    640000 | PA      | $628161.21    | 0.21%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp 3.25 01/15/2028                                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    242000 | PA      | $224638.47    | 0.07%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                   | Novartis Capital Corp 3.10 05/17/2027                                   | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    257000 | PA      | $246277.01    | 0.08%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                          | Air Products and Chemicals Inc 1.50 10/15/2025                          | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    636000 | PA      | $584562.11    | 0.19%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                     | Alexandria Real Estate Equities Inc 3.38 08/15/2031                     | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87360.03     | 0.03%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp 1.38 07/22/2030                                              | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1507491.26   | 0.50%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 4.50 02/15/2036                        | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2183007.82   | 0.72%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp 3.75 03/09/2027                              | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    860000 | PA      | $811577.94    | 0.27%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                              | Capital One Financial Corp 3.80 01/31/2028                              | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46765.39     | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                         | Federal Home Loan Mortgage Corp 0.38 09/23/2025                         | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    646000 | PA      | $581460.16    | 0.19%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                   | Federal National Mortgage Association 5.63 07/15/2037                   | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    408000 | PA      | $457297.04    | 0.15%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                   | Novartis Capital Corp 2.20 08/14/2030                                   | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $150450.85    | 0.05%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp 2.85 04/01/2030                                             | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2344439.62   | 0.77%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.75 08/15/2042                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5950000 | PA      | $4905031.25   | 1.62%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.88 05/15/2043                        | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $836855.47    | 0.28%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                     | Caterpillar Financial Services Corp 1.10 09/14/2027                     | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86033.13     | 0.03%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                    | Cheniere Corpus Christi Holdings LLC 5.13 06/30/2027                    | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    996000 | PA      | $998046.22    | 0.33%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp 2.00 06/15/2031                                             | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    358000 | PA      | $291370.49    | 0.10%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd 2.95 05/13/2030                                             | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    651000 | PA      | $559889.07    | 0.18%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.50 02/15/2045                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2997000 | PA      | $2313309.38   | 0.76%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.88 08/15/2045                        | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $1747136.71   | 0.58%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 1.13 08/15/2040                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3286800 | PA      | $2089493.24   | 0.69%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 1.88 02/15/2041                        | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1767600 | PA      | $1278437.42   | 0.42%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCI 2 1/23 MBS 15yr                                                    | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2252880.88   | 0.74%             | 2037-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCI 2 12/22 MBS 15yr                                                   | CUSIP: 01F0204C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2249560.55   | 0.74%             | 2037-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON U.S.A. INC                                      | Chevron USA Inc 3.85 01/15/2028                                         | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    957000 | PA      | $930887.36    | 0.31%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                  | Chubb INA Holdings Inc 1.38 09/15/2030                                  | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    393000 | PA      | $309976.90    | 0.10%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc 3.20 10/21/2026                                           | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1027808.89   | 0.34%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                            | Citizens Financial Group Inc 2.50 02/06/2030                            | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163407.74    | 0.05%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp 2020-1 Class AA Pass Through Trust           | FedEx Corp 2020-1 Class AA Pass Through Trust 1.88 08/20/2035           | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1063628 | PA      | $876837.06    | 0.29%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp 3.65 01/25/2024                                     | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    401000 | PA      | $394828.00    | 0.13%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                 | O'Reilly Automotive Inc 4.35 06/01/2028                                 | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    775000 | PA      | $752918.17    | 0.25%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                        | Oesterreichische Kontrollbank AG 2.88 03/13/2023                        | CUSIP: 676167BV0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     75000 | PA      | $74641.44     | 0.02%             | 2023-03-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                        | Oesterreichische Kontrollbank AG 1.50 02/12/2025                        | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    722000 | PA      | $680370.56    | 0.22%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp 3.25 05/15/2030                                             | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    392000 | PA      | $342408.53    | 0.11%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp 2.55 05/05/2027                                     | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1223256.74   | 0.40%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                           | First American Financial Corp 4.00 05/15/2030                           | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55832.94     | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp 2.88 03/25/2031                                             | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $858415.33    | 0.28%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                            | Oshkosh Corp 4.60 05/15/2028                                            | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    858000 | PA      | $812974.97    | 0.27%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                    | PNC Financial Services Group Inc/The 3.15 05/19/2027                    | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1481199.33   | 0.49%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                      | PPG Industries Inc 1.20 03/15/2026                                      | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    469000 | PA      | $416554.47    | 0.14%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                             | PPL Electric Utilities Corp 6.25 05/15/2039                             | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    963000 | PA      | $1043519.86   | 0.34%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                              | PacifiCorp 2.70 09/15/2030                                              | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77071.23     | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp 4.20 11/21/2034                                    | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    383000 | PA      | $353425.17    | 0.12%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc 3.00 10/15/2027                                             | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    875000 | PA      | $827386.30    | 0.27%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                        | Coca-Cola Co/The 3.45 03/25/2030                                        | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    679000 | PA      | $633396.94    | 0.21%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                        | Coca-Cola Co/The 1.38 03/15/2031                                        | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    923000 | PA      | $730554.32    | 0.24%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc 1.63 05/01/2030                                             | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    742000 | PA      | $613920.53    | 0.20%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                             | PepsiCo Inc 1.40 02/25/2031                                             | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     61000 | PA      | $48903.85     | 0.02%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp 4.25 10/15/2030                                            | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    630000 | PA      | $608015.14    | 0.20%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp 2.65 02/01/2030                                            | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1419096.63   | 0.47%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                             | Phillips 66 3.90 03/15/2028                                             | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    484000 | PA      | $459776.66    | 0.15%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                            | Pioneer Natural Resources Co 1.90 08/15/2030                            | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    963000 | PA      | $770312.78    | 0.25%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.25 05/15/2041                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400200 | PA      | $1076759.27   | 0.36%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.00 11/15/2041                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4865200 | PA      | $3546084.65   | 1.17%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.25 12/31/2024                        | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3356855.46   | 1.11%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.75 02/28/2025                        | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3268800 | PA      | $3164223.93   | 1.05%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp      | Plains All American Pipeline LP / PAA Finance Corp 4.50 12/15/2026      | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $241091.32    | 0.08%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Praxair Inc                                             | Linde Inc/CT 3.20 01/30/2026                                            | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77431.93     | 0.03%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCI 2.5 1/23 MBS 15yr                                                  | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2775455.82   | 0.92%             | 2037-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCI 2.5 12/22 MBS 15yr                                                 | CUSIP: 01F0224C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1155268.05   | 0.38%             | 2037-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 3 1/23 MBS 30yr                                                    | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2658482.40   | 0.88%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 3 12/22 MBS 30yr                                                   | CUSIP: 01F0306C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4427093.05   | 1.46%             | 2052-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                | Precision Castparts Corp 3.25 06/15/2025                                | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    351000 | PA      | $341424.54    | 0.11%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                    | Progressive Corp/The 2.45 01/15/2027                                    | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92876.24     | 0.03%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                             | Prologis LP 3.25 10/01/2026                                             | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    358000 | PA      | $338410.82    | 0.11%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                             | Prologis LP 2.25 04/15/2030                                             | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $971512.75    | 0.32%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                          | Prudential PLC 3.13 04/14/2030                                          | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |   1019000 | PA      | $892460.59    | 0.29%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                      | Public Service Electric and Gas Co 3.00 05/15/2027                      | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1001132.85   | 0.33%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCI 4 12/22 MBS 15yr                                                   | CUSIP: 01F0404C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $977812.50    | 0.32%             | 2037-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 4 1/23 MBS 30yr                                                    | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1892578.12   | 0.63%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                          | Public Storage 1.85 05/01/2028                                          | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1429609.23   | 0.47%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Public Storage                                          | Public Storage 2.30 05/01/2031                                          | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    716000 | PA      | $593264.06    | 0.20%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.75 08/31/2025                        | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1447300 | PA      | $1395796.47   | 0.46%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.63 12/31/2025                        | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1943800 | PA      | $1863997.89   | 0.62%             | 2025-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                        | Puget Energy Inc 4.10 06/15/2030                                        | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    307000 | PA      | $276252.15    | 0.09%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                        | Puget Energy Inc 2.38 06/15/2028                                        | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    489000 | PA      | $418805.87    | 0.14%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc 3.25 05/20/2027                                            | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433751.20   | 0.47%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                     | Quanta Services Inc 2.90 10/01/2030                                     | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $882000.28    | 0.29%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                   | RPM International Inc 4.55 03/01/2029                                   | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    858000 | PA      | $798989.45    | 0.26%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                              | Raytheon Technologies Corp 3.50 03/15/2027                              | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61182.11     | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                      | Realty Income Corp 3.65 01/15/2028                                      | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    232000 | PA      | $217599.95    | 0.07%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                      | Realty Income Corp 2.85 12/15/2032                                      | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73989.99     | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc 1.40 09/15/2027                                  | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115458.59    | 0.04%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                      | Royalty Pharma PLC 2.20 09/02/2030                                      | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    888000 | PA      | $704393.66    | 0.23%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc 2.95 01/22/2027                                          | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70898.25     | 0.02%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                            | Sabine Pass Liquefaction LLC 5.00 03/15/2027                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138263.97    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                      | Salesforce Inc 1.95 07/15/2031                                          | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $937665.96    | 0.31%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                             | San Diego Gas & Electric Co 1.70 10/01/2030                             | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1304313.50   | 0.43%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                  | Sanofi 3.63 06/19/2028                                                  | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    751000 | PA      | $722014.62    | 0.24%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                              | Schlumberger Investment SA 2.65 06/26/2030                              | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    417000 | PA      | $363134.19    | 0.12%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                 | Charles Schwab Corp/The 3.20 03/02/2027                                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94591.40     | 0.03%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                 | Charles Schwab Corp/The 1.65 03/11/2031                                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    555000 | PA      | $435893.49    | 0.14%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc 5.30 11/01/2038                                      | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9543.43      | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                            | Continental Resources Inc/OK 4.38 01/15/2028                            | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    530000 | PA      | $487985.58    | 0.16%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                 | Charles Schwab Corp/The 2.75 10/01/2029                                 | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1163788.35   | 0.38%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                          | Shell International Finance BV 3.25 05/11/2025                          | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    277000 | PA      | $269355.33    | 0.09%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                | Flex Ltd 3.75 02/01/2026                                                | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47162.85     | 0.02%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                | Florida Power & Light Co 3.13 12/01/2025                                | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    565000 | PA      | $542895.25    | 0.18%             | 2025-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 4 12/22 MBS 30yr                                                   | CUSIP: 01F0406C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3310644.51   | 1.09%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCI 4.5 12/22 MBS 15yr                                                 | CUSIP: 01F0424C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $996305.98    | 0.33%             | 2037-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                  | Franklin Resources Inc 1.60 10/30/2030                                  | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    649000 | PA      | $503910.40    | 0.17%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                   | General Dynamics Corp 3.63 04/01/2030                                   | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    723000 | PA      | $684281.14    | 0.23%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 4.5 1/23 MBS 30yr                                                  | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2921015.61   | 0.97%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 4.5 12/22 MBS 30yr                                                 | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4867968.75   | 1.61%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                | Corebridge Financial Inc 3.65 04/05/2027                                | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93661.65     | 0.03%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                              | G2SF 4 12/22 MBS 30yr                                                   | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5500000 | PA      | $5251425.74   | 1.74%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                              | G2SF 4.5 1/23 MBS 30yr                                                  | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $1959609.36   | 0.65%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                              | G2SF 4.5 12/22 MBS 30yr                                                 | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5878359.36   | 1.94%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                              | G2SF 5 12/22 MBS 30yr                                                   | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3997500.00   | 1.32%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                      | Council Of Europe Development Bank 2.50 02/27/2024                      | CUSIP: 222213AS9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | FR        |    121000 | PA      | $118044.78    | 0.04%             | 2024-02-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                      | Council Of Europe Development Bank 0.25 10/20/2023                      | CUSIP: 222213AW0<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | FR        |    126000 | PA      | $120999.01    | 0.04%             | 2023-10-20      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                        | Crown Castle Inc 2.10 04/01/2031                                        | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $849381.63    | 0.28%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.63 01/31/2026                        | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2725000 | PA      | $2610677.75   | 0.86%             | 2026-01-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.63 02/15/2029                        | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1547000 | PA      | $1446565.85   | 0.48%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                         | DTE Electric Co 2.25 03/01/2030                                         | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $867956.39    | 0.29%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                         | DTE Electric Co 2.63 03/01/2031                                         | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $222435.99    | 0.07%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                 | John Deere Capital Corp 3.05 01/06/2028                                 | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    436000 | PA      | $409380.41    | 0.14%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                 | John Deere Capital Corp 1.45 01/15/2031                                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    262000 | PA      | $206402.60    | 0.07%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV               | Deutsche Telekom International Finance BV 8.75 06/15/2030               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $316104.72    | 0.10%             | 2030-06-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                       | Devon Energy Corp 4.50 01/15/2030                                       | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    530000 | PA      | $497812.81    | 0.16%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                 | Digital Realty Trust LP 3.60 07/01/2029                                 | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1131164.93   | 0.37%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                           | Discover Bank 4.65 09/13/2028                                           | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $560570.40    | 0.19%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                         | Dollar Tree Inc 4.20 05/15/2028                                         | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1733787.37   | 0.57%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                     | Dominion Energy Inc 4.25 06/01/2028                                     | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143888.03    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.50 05/15/2024                        | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4850000 | PA      | $4707720.69   | 1.56%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 1.50 11/30/2024                        | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3873200 | PA      | $3662897.32   | 1.21%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                     | Dow Chemical Co/The 4.80 11/30/2028                                     | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    888000 | PA      | $876747.96    | 0.29%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc 2.55 09/15/2026                                    | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55104.73     | 0.02%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EI du Pont de Nemours and Co                            | EI du Pont de Nemours and Co 2.30 07/15/2030                            | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    782000 | PA      | $656208.63    | 0.22%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                               | Duke Energy Carolinas LLC 6.00 12/01/2028                               | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1625512.27   | 0.54%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 1.38 01/31/2025                        | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3790200 | PA      | $3564860.78   | 1.18%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.38 04/30/2025                        | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1767600 | PA      | $1613867.13   | 0.53%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                    | Duke Energy Ohio Inc 2.13 06/01/2030                                    | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173452.66    | 0.06%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                 | Duke Energy Florida LLC 3.80 07/15/2028                                 | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38244.32     | 0.01%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.38 09/30/2027                        | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3313200 | PA      | $2811301.95   | 0.93%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.13 12/15/2023                        | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $381378.70    | 0.13%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                          | Shell International Finance BV 2.50 09/12/2026                          | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    418000 | PA      | $392068.35    | 0.13%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                          | Shell International Finance BV 2.75 04/06/2030                          | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2163000 | PA      | $1921696.13   | 0.63%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                     | Eastman Chemical Co 3.80 03/15/2025                                     | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1730026.60   | 0.57%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp 4.30 06/15/2028                               | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1191393.02   | 0.39%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                      | Smith & Nephew PLC 2.03 10/14/2030                                      | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    248000 | PA      | $194477.34    | 0.06%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                      | Sonoco Products Co 2.85 02/01/2032                                      | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    494000 | PA      | $404813.20    | 0.13%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                      | Energy Transfer LP 4.95 05/15/2028                                      | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    530000 | PA      | $511082.60    | 0.17%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                            | Enbridge Inc 3.13 11/15/2029                                            | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    292000 | PA      | $257859.07    | 0.09%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.75 03/31/2026                        | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2383292.00   | 0.79%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.38 04/15/2024                        | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5559400 | PA      | $5248638.21   | 1.73%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                              | Southern California Gas Co 2.55 02/01/2030                              | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    518000 | PA      | $445303.57    | 0.15%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                   | Southwest Airlines Co 2.63 02/10/2030                                   | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    677000 | PA      | $565328.42    | 0.19%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                   | Southwest Airlines Co 5.13 06/15/2027                                   | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1159888.14   | 0.38%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                          | Southwestern Electric Power Co 4.10 09/15/2028                          | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    454000 | PA      | $434035.12    | 0.14%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                          | Starbucks Corp 4.00 11/15/2028                                          | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1456273.14   | 0.48%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA 3.70 03/01/2024                                             | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    270000 | PA      | $266718.58    | 0.09%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                      | Steel Dynamics Inc 3.25 01/15/2031                                      | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855694.98    | 0.28%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc 3.45 01/11/2027                     | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $163870.42    | 0.05%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                     | Sumitomo Mitsui Financial Group Inc 3.94 10/16/2023                     | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    444000 | PA      | $439042.60    | 0.15%             | 2023-10-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                            | Sun Communities Operating LP 2.30 11/01/2028                            | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82363.51     | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc 3.20 02/10/2027                                       | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    297000 | PA      | $282611.94    | 0.09%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc 4.20 04/17/2028                                       | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    469000 | PA      | $461113.38    | 0.15%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 5 1/23 MBS 30yr                                                    | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $2985468.75   | 0.99%             | 2052-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 5 12/22 MBS 30yr                                                   | CUSIP: 01F0506C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4976562.50   | 1.64%             | 2052-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                         | TJX Cos Inc/The 1.15 05/15/2028                                         | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1004995.31   | 0.33%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                        | T-Mobile USA Inc 3.75 04/15/2027                                        | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199055.31    | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.88 09/30/2026                        | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2297600 | PA      | $2047018.00   | 0.68%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 1.38 10/31/2028                        | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4152600 | PA      | $3620872.53   | 1.20%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                               | FNCL 5.5 12/22 MBS 30yr                                                 | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4046658.68   | 1.34%             | 2052-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc 2.20 11/02/2028                                      | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    530000 | PA      | $423604.28    | 0.14%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc 1.10 08/15/2030                                            | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $840432.29    | 0.28%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc 5.20 12/03/2025                                          | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204903.75    | 0.07%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 0.88 01/31/2024                        | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5362000.00   | 1.77%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                           | United States Treasury Note/Bond 2.25 03/31/2024                        | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5517000 | PA      | $5350089.18   | 1.77%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc 3.45 01/15/2027                                  | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1299206.09   | 0.43%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                  | UnitedHealth Group Inc 5.25 02/15/2028                                  | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $849140.28    | 0.28%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                       | General Motors Co 4.20 10/01/2027                                       | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    322000 | PA      | $306636.90    | 0.10%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                         | General Motors Financial Co Inc 5.10 01/17/2024                         | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43870.80     | 0.01%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                      | Valero Energy Corp 6.63 06/15/2037                                      | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    333000 | PA      | $359328.90    | 0.12%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                               | Valero Energy Partners LP 4.50 03/15/2028                               | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    793000 | PA      | $777075.52    | 0.26%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP 3.00 01/15/2030                                        | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    464000 | PA      | $394626.40    | 0.13%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP 4.75 11/15/2030                                        | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    504000 | PA      | $476143.62    | 0.16%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc 4.40 11/01/2034                              | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $379068.45    | 0.13%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                              | Verizon Communications Inc 2.55 03/21/2031                              | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    365000 | PA      | $304701.71    | 0.10%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                             | Goldman Sachs Group Inc/The 3.85 01/26/2027                             | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1610473.72   | 0.53%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc 4.50 02/15/2027                                                 | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    375000 | PA      | $360807.01    | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                            | Enbridge Inc 1.60 10/04/2026                                            | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $659878.96    | 0.22%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                    | Entergy Arkansas LLC 4.00 06/01/2028                                    | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    623000 | PA      | $589553.30    | 0.19%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                    | Verisk Analytics Inc 4.13 03/15/2029                                    | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    944000 | PA      | $893401.02    | 0.30%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                              | VMware Inc 4.70 05/15/2030                                              | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    752000 | PA      | $707331.97    | 0.23%             | 2030-05-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc 4.13 06/15/2029                                                 | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1158254.22   | 0.38%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                  | HP Inc 3.40 06/17/2030                                                  | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1355234.69   | 0.45%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                  | HP Inc 4.75 01/15/2028                                                  | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48654.96     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The               | Hartford Financial Services Group Inc/The 2.80 08/19/2029               | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90065.95     | 0.03%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                              | Hasbro Inc 3.50 09/15/2027                                              | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    433000 | PA      | $401755.82    | 0.13%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                               | Hess Corp 4.30 04/01/2027                                               | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33668.62     | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                           | Hewlett Packard Enterprise Co 6.20 10/15/2035                           | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    594000 | PA      | $622946.01    | 0.21%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                     | Highwoods Realty LP 4.13 03/15/2028                                     | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    272000 | PA      | $247809.20    | 0.08%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                     | Highwoods Realty LP 2.60 02/01/2031                                     | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    301000 | PA      | $230308.06    | 0.08%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The 2.80 09/14/2027                                      | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $196728.19    | 0.06%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The 2.95 06/15/2029                                      | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1848374.82   | 0.61%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                      | Home Depot Inc/The 3.30 04/15/2040                                      | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    247000 | PA      | $200630.50    | 0.07%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                             | Honeywell International Inc 1.75 09/01/2031                             | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $843180.65    | 0.28%             | 2031-09-01      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                             | Honeywell International Inc 5.00 02/15/2033                             | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283312.80    | 0.09%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                       | Huntington Ingalls Industries Inc 3.48 12/01/2027                       | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $939092.83    | 0.31%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                       | Hyatt Hotels Corp 4.85 03/15/2026                                       | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59197.81     | 0.02%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                   | Entergy Louisiana LLC 3.05 06/01/2031                                   | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    302000 | PA      | $260805.80    | 0.09%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                   | Entergy Louisiana LLC 2.40 10/01/2026                                   | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    686000 | PA      | $625080.27    | 0.21%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                              | VMware Inc 1.80 08/15/2028                                              | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    146000 | PA      | $120622.84    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WestRock Co                                             | WRKCo Inc 4.90 03/15/2029                                               | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    358000 | PA      | $346293.97    | 0.11%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                       | Enterprise Products Operating LLC 3.70 02/15/2026                       | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77406.96     | 0.03%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                             | Equinix Inc 2.90 11/18/2026                                             | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160060.58    | 0.05%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                             | Walmart Inc 3.55 06/26/2025                                             | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    322000 | PA      | $317912.87    | 0.11%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                            | Walgreens Boots Alliance Inc 3.45 06/01/2026                            | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151353.12    | 0.05%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                             | Equinix Inc 1.25 07/15/2025                                             | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    252000 | PA      | $227787.82    | 0.08%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                             | Equinix Inc 2.00 05/15/2028                                             | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    592000 | PA      | $498326.73    | 0.16%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                             | Equinix Inc 3.90 04/15/2032                                             | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    820000 | PA      | $731837.75    | 0.24%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                             | Equinor ASA 2.88 04/06/2025                                             | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    444000 | PA      | $427353.47    | 0.14%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development          | European Bank for Reconstruction & Development 0.50 05/19/2025          | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $196311.79    | 0.06%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development          | European Bank for Reconstruction & Development 0.50 01/28/2026          | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $89080.10     | 0.03%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                | European Investment Bank 4.88 02/15/2036                                | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    181000 | PA      | $196995.43    | 0.07%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                | European Investment Bank 3.13 12/14/2023                                | CUSIP: 298785HT6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $98485.53     | 0.03%             | 2023-12-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                | European Investment Bank 0.63 07/25/2025                                | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    686000 | PA      | $625516.21    | 0.21%             | 2025-07-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                | European Investment Bank 1.38 03/15/2027                                | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    178000 | PA      | $160156.72    | 0.05%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                       | Expedia Group Inc 3.25 02/15/2030                                       | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    412000 | PA      | $352727.66    | 0.12%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                       | Expedia Group Inc 4.63 08/01/2027                                       | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29004.09     | 0.01%             | 2027-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                               | IDEX Corp 3.00 05/01/2030                                               | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    277000 | PA      | $240340.73    | 0.08%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                           | Ingredion Inc 2.90 06/01/2030                                           | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    459000 | PA      | $393461.75    | 0.13%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc 1.20 06/03/2027                                          | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    748000 | PA      | $653631.37    | 0.22%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                               | Hess Corp 7.88 10/01/2029                                               | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23545.13     | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                               | Export Development Canada 2.63 02/21/2024                               | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $292304.04    | 0.10%             | 2024-02-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                               | Export Development Canada 3.38 08/26/2025                               | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $244324.65    | 0.08%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                            | Walgreens Boots Alliance Inc 3.20 04/15/2030                            | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    333000 | PA      | $289625.81    | 0.10%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc 1.15 03/15/2028                                    | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41957.20     | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                        | Exxon Mobil Corp 3.04 03/01/2026                                        | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    333000 | PA      | $319086.01    | 0.11%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                        | Exxon Mobil Corp 2.44 08/16/2029                                        | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    595000 | PA      | $526755.25    | 0.17%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co 3.00 10/23/2026                                        | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $952216.30    | 0.31%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co 3.55 09/29/2025                                        | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    787000 | PA      | $763143.87    | 0.25%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                        | Exxon Mobil Corp 2.61 10/15/2030                                        | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1730445.44   | 0.57%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 3.38 12/08/2023                                 | CUSIP: 3130A0F70<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |    150000 | PA      | $147850.24    | 0.05%             | 2023-12-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp 4.60 03/25/2040                                              | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    431000 | PA      | $399369.87    | 0.13%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp 4.15 08/05/2032                                              | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283551.20    | 0.09%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                           | Welltower Inc 4.25 04/01/2026                                           | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    174000 | PA      | $169245.54    | 0.06%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                           | Westlake Corp 3.60 08/15/2026                                           | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112786.67    | 0.04%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 3.00 03/12/2027                                 | CUSIP: 3130A3DU5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |     50000 | PA      | $47997.50     | 0.02%             | 2027-03-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                 | Federal Home Loan Banks 2.75 12/13/2024                                 | CUSIP: 3130A3GE8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGA              | US        |     15000 | PA      | $14498.18     | 0.00%             | 2024-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                           | Westlake Corp 3.38 06/15/2030                                           | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    671000 | PA      | $579339.94    | 0.19%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                    | Westpac Banking Corp 2.70 08/19/2026                                    | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $280259.72    | 0.09%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                    | Westpac Banking Corp 3.35 03/08/2027                                    | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    590000 | PA      | $560835.65    | 0.19%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                    | Westpac Banking Corp 3.40 01/25/2028                                    | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    212000 | PA      | $200600.47    | 0.07%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                             | American Honda Finance Corp 2.35 01/08/2027                             | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    802000 | PA      | $731724.03    | 0.24%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                             | American Honda Finance Corp 1.00 09/10/2025                             | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90615.87     | 0.03%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WestRock Co                                             | WRKCo Inc 3.38 09/15/2027                                               | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     68000 | PA      | $62192.54     | 0.02%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                    | Williams Cos Inc/The 4.00 09/15/2025                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    757000 | PA      | $738601.30    | 0.24%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                | American Homes 4 Rent LP 4.25 02/15/2028                                | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    761000 | PA      | $709811.54    | 0.23%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp 3.60 01/15/2028                                     | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193287.77    | 0.06%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp 2.75 01/15/2027                                     | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317032.21    | 0.10%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp 2.90 01/15/2030                                     | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1068219.21   | 0.35%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                | Ameriprise Financial Inc 2.88 09/15/2026                                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1093641.19   | 0.36%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch InBev Worldwide Inc 8.20 01/15/2039                      | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    322000 | PA      | $406656.28    | 0.13%             | 2039-01-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                         | Inter-American Development Bank 3.00 10/04/2023                         | CUSIP: 4581X0CC0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98540.42     | 0.03%             | 2023-10-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Ban                          | Inter-American Development Bank 2.38 07/07/2027                         | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    227000 | PA      | $211683.98    | 0.07%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                | Willis North America Inc 4.50 09/15/2028                                | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473106.15    | 0.16%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                            | Wisconsin Power and Light Co 3.00 07/01/2029                            | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    422000 | PA      | $375928.62    | 0.12%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Ban                          | Inter-American Development Bank 3.13 09/18/2028                         | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    408000 | PA      | $390352.60    | 0.13%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                         | Inter-American Development Bank 2.00 07/23/2026                         | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    630000 | PA      | $585526.37    | 0.19%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                         | Inter-American Development Bank 0.63 07/15/2025                         | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    418000 | PA      | $381070.62    | 0.13%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                         | Inter-American Development Bank 0.25 11/15/2023                         | CUSIP: 4581X0DP0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95609.71     | 0.03%             | 2023-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                         | Inter-American Development Bank 1.13 01/13/2031                         | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    579000 | PA      | $469088.75    | 0.15%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                           | Intercontinental Exchange Inc 4.00 09/15/2027                           | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    212000 | PA      | $208109.48    | 0.07%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch InBev Worldwide Inc 4.00 04/13/2028                      | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    111000 | PA      | $107540.44    | 0.04%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                      | Anheuser-Busch InBev Worldwide Inc 4.35 06/01/2040                      | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67900.13     | 0.02%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc 3.25 02/23/2026                                               | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    348000 | PA      | $336936.49    | 0.11%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc 3.20 05/11/2027                                               | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    614000 | PA      | $589863.34    | 0.19%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                           | Intercontinental Exchange Inc 4.35 06/15/2029                           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133341.88    | 0.04%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development     | International Bank for Reconstruction & Development 1.75 04/19/2023     | CUSIP: 459058FF5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49455.50     | 0.02%             | 2023-04-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development     | International Bank for Reconstruction & Development 0.88 05/14/2030     | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    424000 | PA      | $342237.62    | 0.11%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development     | International Bank for Reconstruction & Development 0.75 11/24/2027     | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    630000 | PA      | $539196.71    | 0.18%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development     | International Bank for Reconstruction & Development 0.88 07/15/2026     | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    225000 | PA      | $200641.77    | 0.07%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                    | International Business Machines Corp 1.95 05/15/2030                    | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1365478.55   | 0.45%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc 3.00 11/13/2027                                               | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283984.36    | 0.09%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc 2.20 09/11/2029                                               | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    327000 | PA      | $286386.80    | 0.09%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                              | International Finance Corp 2.88 07/31/2023                              | CUSIP: 45950KCP3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49376.64     | 0.02%             | 2023-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                        | Interpublic Group of Cos Inc/The 4.75 03/30/2030                        | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    222000 | PA      | $209977.49    | 0.07%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                               | Archer-Daniels-Midland Co 3.25 03/27/2030                               | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   2023000 | PA      | $1845707.15   | 0.61%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                  | Asian Development Bank 2.38 08/10/2027                                  | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |     40000 | PA      | $37300.34     | 0.01%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                  | Asian Development Bank 2.63 01/30/2024                                  | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1111000 | PA      | $1086289.46   | 0.36%             | 2024-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                  | Asian Development Bank 0.38 09/03/2025                                  | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    753000 | PA      | $676374.95    | 0.22%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                  | Asian Development Bank 0.63 10/08/2024                                  | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    322000 | PA      | $300259.20    | 0.10%             | 2024-10-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                | Asian Infrastructure Investment Bank/The 0.50 05/28/2025                | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    494000 | PA      | $449180.89    | 0.15%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                  | IPALCO Enterprises Inc 4.25 05/01/2030                                  | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    538000 | PA      | $483012.61    | 0.16%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co 5.50 10/15/2040                                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1004091.96   | 0.33%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                | Asian Infrastructure Investment Bank/The 0.25 09/29/2023                | CUSIP: 04522KAC0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    186000 | PA      | $179099.21    | 0.06%             | 2023-09-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                | Asian Infrastructure Investment Bank/The 3.75 09/14/2027                | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $196355.44    | 0.06%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                               | Jabil Inc 3.00 01/15/2031                                               | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327979.23    | 0.11%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson 3.63 03/03/2037                                       | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90293.18     | 0.03%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson 2.90 01/15/2028                                       | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    484000 | PA      | $457279.94    | 0.15%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                       | Johnson & Johnson 0.55 09/01/2025                                       | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36387.18     | 0.01%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                         | AstraZeneca PLC 4.00 01/17/2029                                         | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    649000 | PA      | $630979.50    | 0.21%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                 | Astrazeneca Finance LLC 2.25 05/28/2031                                 | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    322000 | PA      | $270669.67    | 0.09%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                      | Athene Holding Ltd 4.13 01/12/2028                                      | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    444000 | PA      | $406356.16    | 0.13%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc 2.85 01/15/2030                                            | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1905311.63   | 0.63%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                          | AutoNation Inc 3.80 11/15/2027                                          | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $104962.73    | 0.03%             | 2027-11-15      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                               | AvalonBay Communities Inc 3.20 01/15/2028                               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    726000 | PA      | $669389.26    | 0.22%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                | KLA Corp 4.65 07/15/2032                                                | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272556.69    | 0.09%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                          | Kennametal Inc 4.63 06/15/2028                                          | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    108000 | PA      | $102136.28    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc 3.20 05/01/2030                                    | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    469000 | PA      | $413537.49    | 0.14%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                       | Kimco Realty Corp 2.80 10/01/2026                                       | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    400000 | PA      | $368402.51    | 0.12%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                       | Kimco Realty Corp 1.90 03/01/2028                                       | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    222000 | PA      | $186809.93    | 0.06%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                       | Kinder Morgan Inc 5.30 12/01/2034                                       | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    595000 | PA      | $566048.87    | 0.19%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                       | Kinross Gold Corp 4.50 07/15/2027                                       | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $90619.48     | 0.03%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                         | Kreditanstalt fuer Wiederaufbau 2.00 05/02/2025                         | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    322000 | PA      | $305523.02    | 0.10%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                         | Kreditanstalt fuer Wiederaufbau 0.38 07/18/2025                         | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    136000 | PA      | $123168.75    | 0.04%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                         | Kreditanstalt fuer Wiederaufbau 0.25 10/19/2023                         | CUSIP: 500769JH8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     47000 | PA      | $45186.17     | 0.01%             | 2023-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                         | Kreditanstalt fuer Wiederaufbau 1.25 01/31/2025                         | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    161000 | PA      | $151046.18    | 0.05%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp 3.75 03/15/2026                                       | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    630000 | PA      | $615707.22    | 0.20%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                  | Equitable Holdings Inc 4.35 04/20/2028                                  | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1182625.07   | 0.39%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                   | Truist Financial Corp 3.70 06/05/2025                                   | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $681282.26    | 0.23%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                  | BP Capital Markets PLC 3.28 09/19/2027                                  | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $350252.45    | 0.12%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 3.34 12/15/2027 | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $202849.88    | 0.07%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                          | Landwirtschaftliche Rentenbank 2.00 01/13/2025                          | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    623000 | PA      | $592941.38    | 0.20%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                          | Landwirtschaftliche Rentenbank 0.50 05/27/2025                          | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    253000 | PA      | $230769.41    | 0.08%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                        | Lazard Group LLC 4.38 03/11/2029                                        | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    906000 | PA      | $845448.79    | 0.28%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                              | Leidos Inc 4.38 05/15/2030                                              | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    964000 | PA      | $880700.64    | 0.29%             | 2030-05-15      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                        | Bank of Montreal 3.30 02/05/2024                                        | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    735000 | PA      | $721719.15    | 0.24%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                        | Bank of New York Mellon Corp/The 3.85 04/28/2028                        | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    570000 | PA      | $548664.01    | 0.18%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                        | Bank of New York Mellon Corp/The 1.05 10/15/2026                        | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    305000 | PA      | $265815.31    | 0.09%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                        | Bank of New York Mellon Corp/The 3.85 04/26/2029                        | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116917.98    | 0.04%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp 5.25 06/01/2026                                             | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197800.07    | 0.07%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp 5.00 06/15/2027                                             | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    546000 | PA      | $535958.68    | 0.18%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                 | Bank of Nova Scotia/The 3.40 02/11/2024                                 | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    163000 | PA      | $160245.22    | 0.05%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                            | Berkshire Hathaway Energy Co 3.25 04/15/2028                            | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93186.51     | 0.03%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                            | Berkshire Hathaway Energy Co 4.05 04/15/2025                            | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1110037.87   | 0.37%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                           | BlackRock Inc 3.25 04/30/2029                                           | CUSIP: 09247XAP6<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1872665.98   | 0.62%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co 3.38 03/15/2029                                          | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    310000 | PA      | $294742.60    | 0.10%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp 3.55 01/15/2026                                    | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    338000 | PA      | $330536.04    | 0.11%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                    | Lockheed Martin Corp 5.25 01/15/2033                                    | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572639.42    | 0.19%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                          | Lowe's Cos Inc 5.00 04/15/2040                                          | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18924.86     | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP 2.65 08/15/2030                                                 | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1052339.60   | 0.35%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                 | Marathon Petroleum Corp 4.70 05/01/2025                                 | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436573.28    | 0.14%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                           | Martin Marietta Materials Inc 3.50 12/15/2027                           | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252007.60    | 0.08%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                  | Marvell Technology Inc 2.95 04/15/2031                                  | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1049000 | PA      | $858091.81    | 0.28%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                         | McDonald's Corp 4.70 12/09/2035                                         | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    322000 | PA      | $312645.28    | 0.10%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc 3.40 03/07/2029                                          | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    524000 | PA      | $494136.73    | 0.16%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc 0.75 02/24/2026                                          | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    520000 | PA      | $465817.01    | 0.15%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                             | MetLife Inc 3.60 11/13/2025                                             | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    812000 | PA      | $791810.49    | 0.26%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                  | Boardwalk Pipelines LP 5.95 06/01/2026                                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127526.34    | 0.04%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                  | Boardwalk Pipelines LP 4.80 05/03/2029                                  | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    930000 | PA      | $878557.10    | 0.29%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The 2.80 03/01/2027                                           | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22659.95     | 0.01%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The 5.15 05/01/2030                                           | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976905.41    | 0.32%             | 2030-05-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                           | Boeing Co/The 2.20 02/04/2026                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90945.82     | 0.03%             | 2026-02-04      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                          | BorgWarner Inc 2.65 07/01/2027                                          | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $503002.48    | 0.17%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP 3.65 02/01/2026                                    | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    867000 | PA      | $825040.15    | 0.27%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                           | MARKIT CDX.NA.IG.38 06/27                                               | CUSIP: SPPO068D7<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   5000000 | OU      | $73972.21     | 0.02%             | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-19

**Name of Applicant:** American Century ETF Trust

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer