# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-25-000206
**Filing Date:** 2025-12
**Character Count:** 527210
**Document Hash:** 044bb2cf96bb38aa6f31c6c414f420d2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-25-000206.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001635073-25-000206

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nushares ETF Trust
- **CENTRAL INDEX KEY:** 0001635073

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 251611310

**BUSINESS ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NuShares ETF Trust
- **DATE OF NAME CHANGE:** 20160614

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen ETF Trust
- **DATE OF NAME CHANGE:** 20150226

## Series and Classes Contracts Data

### Nuveen Enhanced Yield U.S. Aggregate Bond ETF (Series ID: S000055017)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000173018 | Nuveen Enhanced Yield U.S. Aggregate Bond ETF | NUAG            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NuShares ETF Trust

- **b. Investment Company Act file number:** 811-23161

- **c. CIK number of Registrant:** 0001635073

- **d. LEI of Registrant:** 549300UWO63YZ5POLH71

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen Enhanced Yield U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000055017

- **c. LEI of Series:** 549300HE9VJ0SFOJ5553

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $64756120.00

**Total Liabilities:** $721481.00

**Net Assets:** $64034639.00

**Delayed Delivery Securities:** $51584.00

**Cash Not Reported:** $379976.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9.26000000 | **1-Year:** -2342.55000000 | **5-Year:** -5459.25000000 | **10-Year:** -12129.67000000 | **30-Year:** -18314.76000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -1.80000000 | **10-Year:** -14.05000000 | **30-Year:** -26.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173018 | 1.03%                | 1.29%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12456.94                | $436135.10                                 |
| Month 2  | $754.03                  | $538679.12                                 |
| Month 3  | $-6241.63                | $162027.69                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KEURIG DR PEPPER INC                                                                                                                                   | Keurig Dr Pepper Inc                                                                                                                                   | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16371.88     | 0.03%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7304.70      | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119647 | PA      | $118716.40    | 0.19%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                                                                                        | Dollar Tree Inc                                                                                                                                        | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7514.34      | 0.01%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11082.58     | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                                                                       | Georgia Power Co                                                                                                                                       | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95693.34     | 0.15%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     26000 | PA      | $19628.65     | 0.03%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                                                                                | Dell International LLC / EMC Corp                                                                                                                      | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $12937.19     | 0.02%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    207734 | PA      | $196589.21    | 0.31%             | 2054-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     33000 | PA      | $29758.97     | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12151.55     | 0.02%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52829.20     | 0.08%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7042.02      | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8886.98      | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $298875.00    | 0.47%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179W5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    225128 | PA      | $221477.65    | 0.35%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Taxable Senior Lien Series 2018C                                       | Chicago, Illinois, General Airport Revenue Bonds, O'Hare International Airport, Taxable Senior Lien Series 2018C                                       | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     27000 | PA      | $24071.90     | 0.04%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                                                                                    | Charles Schwab Corp/The                                                                                                                                | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25936.88     | 0.04%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418AUP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20699 | PA      | $19172.37     | 0.03%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                                                      | General Motors Co                                                                                                                                      | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     42000 | PA      | $45644.91     | 0.07%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40310.42     | 0.06%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    147673 | PA      | $150359.94    | 0.23%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                                                                                        | DTE Electric Co                                                                                                                                        | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8469.81      | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                                                                                  | Northrop Grumman Corp                                                                                                                                  | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28707.59     | 0.04%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HAMH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203338.02    | 0.32%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                                                                                 | Consolidated Edison Co of New York Inc                                                                                                                 | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83949.85     | 0.13%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                                                                          | Owens Corning                                                                                                                                          | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3325.63      | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $107141.02    | 0.17%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                                                                                               | Telefonica Emisiones SA                                                                                                                                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     30000 | PA      | $26896.24     | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                                                                                                     | Essex Portfolio LP                                                                                                                                     | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25865.99     | 0.04%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-B                                                                                                                  | Mercedes-Benz Auto Lease Trust 2025-B                                                                                                                  | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49947.87     | 0.08%             | 2029-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                                                                                      | NSTAR Electric Co                                                                                                                                      | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46343.95     | 0.07%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6945.77      | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    109892 | PA      | $99286.13     | 0.16%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    192460 | PA      | $195351.42    | 0.31%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                                                                               | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     17000 | PA      | $16396.50     | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    156132 | PA      | $144711.01    | 0.23%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                                                             | Federal National Mortgage Association                                                                                                                  | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     15000 | PA      | $16684.09     | 0.03%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    194224 | PA      | $197758.06    | 0.31%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                                                                                               | Export-Import Bank of Korea                                                                                                                            | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     70000 | PA      | $51909.14     | 0.08%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37771.23     | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                                                                           | Centene Corp                                                                                                                                           | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8921.41      | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     98726 | PA      | $98513.39     | 0.15%             | 2055-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                                                                                                | Kinder Morgan Energy Partners LP                                                                                                                       | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43800.09     | 0.07%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                                                                                                  | Goldman Sachs BDC Inc                                                                                                                                  | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9953.92      | 0.02%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $99225.00     | 0.15%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    106312 | PA      | $108311.61    | 0.17%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     41000 | PA      | $36462.79     | 0.06%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                                                                                            | Northern States Power Co/WI                                                                                                                            | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31192.18     | 0.05%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                                                                                             | Toyota Auto Receivables 2025-A Owner Trust                                                                                                             | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50515.89     | 0.08%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                                                                              | Aptiv Swiss Holdings Ltd                                                                                                                               | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $9254.97      | 0.01%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                                                                                                    | Drive Auto Receivables Trust 2025-1                                                                                                                    | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50253.20     | 0.08%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61149 | PA      | $55008.25     | 0.09%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                                                                               | W R Berkley Corp                                                                                                                                       | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36008.56     | 0.06%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2973.58      | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8855.46      | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    102000 | PA      | $80134.87     | 0.13%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                                                                                               | Rogers Communications Inc                                                                                                                              | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $116437.70    | 0.18%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     44000 | PA      | $39928.35     | 0.06%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                                                                                       | Hewlett Packard Enterprise Co                                                                                                                          | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15118.89     | 0.02%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                                                                                                   | Sabra Health Care LP                                                                                                                                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18153.98     | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56626.31     | 0.09%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                                                                                   | Panama Government International Bond                                                                                                                   | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     60000 | PA      | $64836.00     | 0.10%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                                                                                                                                 | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                                                 | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     21000 | PA      | $14076.81     | 0.02%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                                                                                                  | Louisville Gas and Electric Co                                                                                                                         | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8649.48      | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101276.85    | 0.16%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-2                                                                                                                         | Carmax Auto Owner Trust 2025-2                                                                                                                         | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50425.73     | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                                                                                          | State Street Navigator Securities Lending Government Money Market Portfolio                                                                            | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    656710 | NS      | $656709.59    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                                                                                       | Freddie Mac Pool                                                                                                                                       | CUSIP: 3132DS5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227701 | PA      | $193583.00    | 0.30%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33791.72     | 0.05%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    250000 | PA      | $199119.01    | 0.31%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87402 | PA      | $89370.63     | 0.14%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20968.82     | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                                                                                         | United States Treasury Note/Bond - When Issued                                                                                                         | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $29614.45     | 0.05%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                                                                                                     | Southwest Gas Corp                                                                                                                                     | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45550.52     | 0.07%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                                                                                                  | TransCanada PipeLines Ltd                                                                                                                              | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $17844.60     | 0.03%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                                                                                        | BANK5 2023-5YR4                                                                                                                                        | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43281 | PA      | $45617.85     | 0.07%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                                                                                                     | CNA Financial Corp                                                                                                                                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7898.49      | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                                                                                                 | Capital One Financial Corp                                                                                                                             | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7986.52      | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16109.38     | 0.03%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       400 | PA      | $394.13       | 0.00%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                                                                                               | First American Financial Corp                                                                                                                          | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9576.03      | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1000 | PA      | $921.43       | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12939.55     | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    297194 | PA      | $296563.14    | 0.46%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     14000 | PA      | $11100.22     | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                                                                                                 | Trane Technologies Financing Ltd                                                                                                                       | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $8706.87      | 0.01%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31385.73     | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                                                                                                  | Republic Services Inc                                                                                                                                  | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10381.52     | 0.02%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      5000 | PA      | $4356.38      | 0.01%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                                                                                                | Brookfield Finance I UK Plc / Brookfield Finance Inc                                                                                                   | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87221.17     | 0.14%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51231.17     | 0.08%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      1000 | PA      | $782.38       | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                                                                                                 | Puget Sound Energy Inc                                                                                                                                 | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6437.02      | 0.01%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                                                | Federal Home Loan Banks                                                                                                                                | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $50186.48     | 0.08%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73060 | PA      | $73042.11     | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    223387 | PA      | $193506.99    | 0.30%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5088.37      | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6757.42      | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    235206 | PA      | $195704.27    | 0.31%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                                                                                            | Equifax Inc                                                                                                                                            | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19446.83     | 0.03%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96605.05     | 0.15%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177444.78    | 0.28%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-2 Owner Trust                                                                                                              | Honda Auto Receivables 2024-2 Owner Trust                                                                                                              | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50553.60     | 0.08%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                                                                                      | Brown & Brown Inc                                                                                                                                      | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21379.48     | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                                                                                                | Essential Utilities Inc                                                                                                                                | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     21000 | PA      | $14542.49     | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                                                                                    | LYB International Finance III LLC                                                                                                                      | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6424.58      | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    150279 | PA      | $147307.82    | 0.23%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     50000 | PA      | $37548.74     | 0.06%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10573.88     | 0.02%             | 2041-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                                                                                            | Viatris Inc                                                                                                                                            | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     86000 | PA      | $65515.57     | 0.10%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     91000 | PA      | $99950.46     | 0.16%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                                                                                                   | Ares Management Corp                                                                                                                                   | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19106.32     | 0.03%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                                                                                           | Westlake Automobile Receivables Trust 2025-1                                                                                                           | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50279.50     | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                                                                                       | SFS Auto Receivables Securitization Trust 2025-3                                                                                                       | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $49918.59     | 0.08%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     34000 | PA      | $26366.47     | 0.04%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9070.41      | 0.01%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                                                                                      | Atmos Energy Corp                                                                                                                                      | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21982.37     | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3452.12      | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26441.29     | 0.04%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26308.26     | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: —       |
| Bank5                                                                                                                                                  | Bank5                                                                                                                                                  | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52044.51     | 0.08%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                                                                               | Celulosa Arauco y Constitucion SA                                                                                                                      | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     50000 | PA      | $46231.00     | 0.07%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                                                                                                    | Ford Credit Auto Owner Trust 2024-B                                                                                                                    | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50661.37     | 0.08%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                                                                                          | GM Financial Consumer Automobile Receivables Trust 2022-2                                                                                              | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5331 | PA      | $5326.43      | 0.01%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9863.37      | 0.02%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                                                                                                 | AngloGold Ashanti Holdings PLC                                                                                                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     10000 | PA      | $9573.63      | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     81000 | PA      | $76903.95     | 0.12%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6880.44      | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     12000 | PA      | $11357.55     | 0.02%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    178727 | PA      | $181060.76    | 0.28%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70083.69     | 0.11%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20274.55     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $984.14       | 0.00%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                                                                          | Westlake Corp                                                                                                                                          | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6158.03      | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     42000 | PA      | $28617.36     | 0.04%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5C31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    214804 | PA      | $203279.67    | 0.32%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                                                                                        | Cigna Group/The                                                                                                                                        | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52937.37     | 0.08%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    197048 | PA      | $196791.04    | 0.31%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                                                                                                    | American Express Co                                                                                                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20816.37     | 0.03%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                                                                                                  | RPM International Inc                                                                                                                                  | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3351.96      | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5292.50      | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45682.84     | 0.07%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151119.14    | 0.24%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $457699.22    | 0.71%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | CUSIP: 13063EMK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $35225.86     | 0.06%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue Bonds, Second Generation Resolution, Build America Taxable B | New York City Municipal Water Finance Authority, New York, Water and Sewer System Revenue Bonds, Second Generation Resolution, Build America Taxable B | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      1000 | PA      | $998.55       | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                                                                                           | Southern Co Gas Capital Corp                                                                                                                           | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100422.93    | 0.16%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42555 | PA      | $39802.78     | 0.06%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                                                                                      | Golub Capital Private Credit Fund                                                                                                                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20317.94     | 0.03%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    189105 | PA      | $185804.46    | 0.29%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $87694.76     | 0.14%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                                                                                                    | Carrier Global Corp                                                                                                                                    | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11028.85     | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                                                                                       | LPL Holdings Inc                                                                                                                                       | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50912.01     | 0.08%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                                                                                                | Duke Energy Indiana LLC                                                                                                                                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94266.95     | 0.15%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                                                       | Bank of Montreal                                                                                                                                       | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49824.17     | 0.08%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                                                                                                   | Targa Resources Corp                                                                                                                                   | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31532.23     | 0.05%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                                               | Prudential Financial Inc                                                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38193.04     | 0.06%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                                                                                                  | Huntington Bancshares Inc/OH                                                                                                                           | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    112000 | PA      | $103782.74    | 0.16%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Taxable Refunding Senior Lien Series 2021A                                                  | Dallas Area Rapid Transit, Texas, Sales Tax Revenue Bonds, Taxable Refunding Senior Lien Series 2021A                                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     40000 | PA      | $27969.79     | 0.04%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                                                                                              | Gm Financial Consumer Automobile Receivables Trust 2025-3                                                                                              | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25229.70     | 0.04%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15898.09     | 0.02%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10007.90     | 0.02%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    221727 | PA      | $192282.51    | 0.30%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Taxable Refunding Subordinate Lien Series 2020B. Tela Supported            | Grand Parkway Transportation Corporation, Texas, System Toll Revenue Bonds, Taxable Refunding Subordinate Lien Series 2020B. Tela Supported            | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $28655.89     | 0.04%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17721.80     | 0.03%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65016 | PA      | $67307.82     | 0.11%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                                                                                     | PFS Financing Corp                                                                                                                                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100858.04    | 0.16%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     18000 | PA      | $17722.60     | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                                                                                                | Oncor Electric Delivery Co LLC                                                                                                                         | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38857.71     | 0.06%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                                                                                                     | Ohio Power Co                                                                                                                                          | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199064.43    | 0.31%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-2 LLC                                                                                                                  | Enterprise Fleet Financing 2025-2 LLC                                                                                                                  | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50188.47     | 0.08%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236719.53    | 0.37%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                                                                                      | CF Industries Inc                                                                                                                                      | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9616.40      | 0.02%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                                                                                         | Carmax Auto Owner Trust 2024-3                                                                                                                         | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17248 | PA      | $17291.51     | 0.03%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                                                                                              | Morgan Stanley BAML Trust                                                                                                                              | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $51331.96     | 0.08%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority, Hospital Revenue Bonds, Trinity Health Credit Group, Taxable Refunding Series 2019-T                                       | Michigan Finance Authority, Hospital Revenue Bonds, Trinity Health Credit Group, Taxable Refunding Series 2019-T                                       | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     11000 | PA      | $9306.45      | 0.01%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                     | Ford Motor Co                                                                                                                                          | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8456.60      | 0.01%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority, Revenue Bonds, Build America Taxable Bonds, Series 2010A                                                                | New Jersey Turnpike Authority, Revenue Bonds, Build America Taxable Bonds, Series 2010A                                                                | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     45000 | PA      | $52685.19     | 0.08%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11545.48     | 0.02%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199500.00    | 0.31%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10001.30     | 0.02%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    287000 | PA      | $226437.68    | 0.35%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     16000 | PA      | $9044.00      | 0.01%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                                                                   | Keurig Dr Pepper Inc                                                                                                                                   | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10618.69     | 0.02%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                                                 | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    220000 | PA      | $231165.00    | 0.36%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                                                                                      | L3Harris Technologies Inc                                                                                                                              | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9613.07      | 0.02%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169238.39    | 0.26%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                                                                                                | Duke Energy Indiana LLC                                                                                                                                | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97980.66     | 0.15%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9348.68      | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                                                                                               | Aon Corp                                                                                                                                               | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17863.49     | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                                                                                                  | CCG Receivables Trust                                                                                                                                  | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100389.69    | 0.16%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    124750 | PA      | $128790.78    | 0.20%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    193204 | PA      | $192793.91    | 0.30%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                                                                                               | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     90000 | PA      | $83700.00     | 0.13%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                                                                                                  | Takeda Pharmaceutical Co Ltd                                                                                                                           | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $13612.83     | 0.02%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $108367.84    | 0.17%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HHUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $92545.03     | 0.14%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                                                                                                   | National Fuel Gas Co                                                                                                                                   | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52164.04     | 0.08%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202515.62    | 0.32%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32088.78     | 0.05%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95919 | PA      | $98110.52     | 0.15%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                                                                                      | Southern Power Co                                                                                                                                      | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     51000 | PA      | $45906.16     | 0.07%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                                                                                                    | FS KKR Capital Corp                                                                                                                                    | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10562.30     | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                                                                                          | First American Financial Corp                                                                                                                          | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30203.30     | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28841.93     | 0.05%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43682.77     | 0.07%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30724.29     | 0.05%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51758.97     | 0.08%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                                                                    | Consumers Energy Co                                                                                                                                    | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16574.62     | 0.03%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                                                                                        | BANK 2025-BNK49                                                                                                                                        | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $53202.31     | 0.08%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Tucson, Arizona, Certificates of Participation, Taxable Series 2021A                                                                                   | Tucson, Arizona, Certificates of Participation, Taxable Series 2021A                                                                                   | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     32000 | PA      | $23673.16     | 0.04%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                                                                                                  | MidAmerican Energy Co                                                                                                                                  | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34655.23     | 0.05%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                                                                                                     | Regal Rexnord Corp                                                                                                                                     | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48231.42     | 0.08%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5060.80      | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                                                                                             | Masco Corp                                                                                                                                             | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17028.68     | 0.03%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp                                                                                                                            | Blue Owl Credit Income Corp                                                                                                                            | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100538.00    | 0.16%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     25000 | PA      | $16771.05     | 0.03%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $336552.79    | 0.53%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $17096.64     | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16082.97     | 0.03%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41900.27     | 0.07%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                                                                      | Sysco Corp                                                                                                                                             | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55867.44     | 0.09%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                                                                                              | Aetna Inc                                                                                                                                              | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8673.23      | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District, California, General Obligation Bonds, Build America Taxable Bonds, Series 2010                                 | Los Angeles Community College District, California, General Obligation Bonds, Build America Taxable Bonds, Series 2010                                 | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $34008.68     | 0.05%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31651.62     | 0.05%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                                                                                                  | Uruguay Government International Bond                                                                                                                  | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    200000 | PA      | $209500.00    | 0.33%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                                                                              | Apollo Debt Solutions BDC                                                                                                                              | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30341.74     | 0.05%             | 2030-08-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                                                                      | Union Electric Co                                                                                                                                      | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7854.06      | 0.01%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                                                                                     | Ford Motor Co                                                                                                                                          | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10873.26     | 0.02%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1948.64      | 0.00%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11863.64     | 0.02%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107602.98    | 0.17%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                                                                                       | Ventas Realty LP                                                                                                                                       | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26632.76     | 0.04%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12536.36     | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $74551.03     | 0.12%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $501464.85    | 0.78%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147816.82    | 0.23%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                                                                             | Humana Inc                                                                                                                                             | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49585.91     | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102104.44    | 0.16%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    102000 | PA      | $75658.50     | 0.12%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    172957 | PA      | $149880.61    | 0.23%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                                                                                         | Santander Drive Auto Receivables Trust 2023-4                                                                                                          | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102448.12    | 0.16%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                                                                                                  | Molson Coors Beverage Co                                                                                                                               | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6539.26      | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                                                                               | Marsh & McLennan Cos Inc                                                                                                                               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20289.80     | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $19715.63     | 0.03%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                                                                                            | Phillips 66                                                                                                                                            | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     26000 | PA      | $17257.33     | 0.03%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                                                                                         | Halliburton Co                                                                                                                                         | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7930.75      | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                                                                                          | Sales Tax Securitization Corporation, Illinois, Tax Securitization Bonds, Taxable Series 2018                                                          | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $62207.18     | 0.10%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E7D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53390 | PA      | $55916.15     | 0.09%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                                                                                                  | Time Warner Cable LLC                                                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34088.14     | 0.05%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                                                                                        | Israel Government International Bond                                                                                                                   | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     28000 | PA      | $25103.24     | 0.04%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23068.82     | 0.04%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                                                                                                                                        | Tyson Foods Inc                                                                                                                                        | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10159.36     | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5010.67      | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52770.74     | 0.08%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                                                                                           | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51155.46     | 0.08%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $514882.81    | 0.80%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $801500.00    | 1.25%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                                                                               | Prudential Financial Inc                                                                                                                               | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7083.06      | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    324234 | PA      | $292263.92    | 0.46%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    161405 | PA      | $139767.38    | 0.22%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                             | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                                                                             | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     30000 | PA      | $31119.30     | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $25285.16     | 0.04%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                                                                                               | W R Berkley Corp                                                                                                                                       | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11846.71     | 0.02%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     48000 | PA      | $38301.60     | 0.06%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                                                                                                  | Becton Dickinson & Co                                                                                                                                  | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20641.89     | 0.03%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    334560 | PA      | $300955.00    | 0.47%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                                                                    | Sherwin-Williams Co/The                                                                                                                                | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6977.48      | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6521.08      | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                                                                                                | Inter-American Development Bank                                                                                                                        | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     20000 | PA      | $19016.38     | 0.03%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                                                                                | PartnerRe Finance B LLC                                                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28511.13     | 0.04%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                                                                                | Booz Allen Hamilton Inc                                                                                                                                | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51785.67     | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51041.29     | 0.08%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                                                                                               | Southwestern Public Service Co                                                                                                                         | CUSIP: 845743BL6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21984.39     | 0.03%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                                                                                              | ONEOK Inc                                                                                                                                              | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55408.98     | 0.09%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $652285.15    | 1.02%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                                                                                       | Lazard Group LLC                                                                                                                                       | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10568.76     | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                                                                                                     | Volkswagen Auto Lease Trust 2025-B                                                                                                                     | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50102.70     | 0.08%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | California State University, Systemwide Revenue Bonds, Taxable Series 2021B                                                                            | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10000 | PA      | $6946.02      | 0.01%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7473                                                                                                                              | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    160860 | PA      | $144695.97    | 0.23%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                                                                                                | Southwestern Electric Power Co                                                                                                                         | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    109000 | PA      | $73344.59     | 0.11%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18612.06     | 0.03%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                                                                                                    | Eastman Chemical Co                                                                                                                                    | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5300.71      | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                                                                                               | Province of British Columbia Canada                                                                                                                    | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     39000 | PA      | $34170.72     | 0.05%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                                                                                                | NOV Inc                                                                                                                                                | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78825.72     | 0.12%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                                                                           | Assurant Inc                                                                                                                                           | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6790.63      | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5836.21      | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20443.82     | 0.03%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cook County, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2010D                                                             | Cook County, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2010D                                                             | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10742.53     | 0.02%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                                                                                                  | Continental Resources Inc/OK                                                                                                                           | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8081.67      | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                                                                                                | Hungary Government International Bond                                                                                                                  | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1000 | PA      | $1205.06      | 0.00%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     13000 | PA      | $8250.45      | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                                                                                               | Cleco Corporate Holdings LLC                                                                                                                           | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15752.66     | 0.02%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $19321.37     | 0.03%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                                                                                               | Wisconsin Public Service Corp                                                                                                                          | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12843.33     | 0.02%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                                                                   | Kraft Heinz Foods Co                                                                                                                                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46137.93     | 0.07%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                                                  | Wells Fargo & Co                                                                                                                                       | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104528.75    | 0.16%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                                                                                | KeyCorp                                                                                                                                                | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25330.44     | 0.04%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39397.92     | 0.06%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50122.50     | 0.08%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57127.74     | 0.09%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                                                                    | Bank of Nova Scotia/The                                                                                                                                | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6741.39      | 0.01%             | 2081-10-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                                                                      | General Mills Inc                                                                                                                                      | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10063.09     | 0.02%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                                                                                                | Ochsner LSU Health System of North Louisiana                                                                                                           | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8498.91      | 0.01%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                                                                                               | Stewart Information Services Corp                                                                                                                      | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53612.42     | 0.08%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220498 | PA      | $188201.93    | 0.29%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                                                                                             | Nasdaq Inc                                                                                                                                             | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55599.80     | 0.09%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HJ5Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51229.20     | 0.08%             | 2029-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                                                                                    | Synchrony Financial                                                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51723.59     | 0.08%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                                                                                      | ONEOK Partners LP                                                                                                                                      | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19472.67     | 0.03%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                                                            | Corning Inc                                                                                                                                            | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49535.35     | 0.08%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97253.91     | 0.15%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                                                                                           | HPEFS Equipment Trust 2025-1                                                                                                                           | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100535.04    | 0.16%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11865.98     | 0.02%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    324050 | PA      | $327199.23    | 0.51%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     19000 | PA      | $16195.00     | 0.03%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106318 | PA      | $86681.99     | 0.14%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $616101.56    | 0.96%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-D                                                                                                               | World Omni Auto Receivables Trust 2025-D                                                                                                               | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50048.81     | 0.08%             | 2031-03-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     17000 | PA      | $12184.75     | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Twenty-Fifth Series 2021                                            | Port Authority of New York and New Jersey, Consolidated Revenue Bonds, Two Hundred Twenty-Fifth Series 2021                                            | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    100000 | PA      | $66684.31     | 0.10%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2550597.67   | 3.98%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134763.03    | 0.21%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22834.86     | 0.04%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                                                                                           | Wisconsin Power and Light Co                                                                                                                           | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103386.24    | 0.16%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                                                                              | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51526.09     | 0.08%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                                                                                      | Korea International Bond                                                                                                                               | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     11000 | PA      | $9470.51      | 0.01%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                                                                                                 | Williams Cos Inc/The                                                                                                                                   | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10090.50     | 0.02%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                                                                                         | CarMax Auto Owner Trust 2024-4                                                                                                                         | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50746.41     | 0.08%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     13000 | PA      | $10439.00     | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                                                                                                                             | Hasbro Inc                                                                                                                                             | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26745.79     | 0.04%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                                                                                                    | Emera US Finance LP                                                                                                                                    | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $27719.61     | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $54080.00     | 0.08%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                                           | Barclays PLC                                                                                                                                           | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     43000 | PA      | $43669.16     | 0.07%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                                                                                      | CI Financial Corp                                                                                                                                      | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $23417.39     | 0.04%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $41937.05     | 0.07%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5633.19      | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                                                                                                   | Hercules Capital Inc                                                                                                                                   | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19614.75     | 0.03%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41312.53     | 0.06%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                                                                                    | Elevance Health Inc                                                                                                                                    | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42882.04     | 0.07%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    135739 | PA      | $138489.87    | 0.22%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                                                                                                 | Webster Financial Corp                                                                                                                                 | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9811.14      | 0.02%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27979.87     | 0.04%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                                                                                              | Spire Inc                                                                                                                                              | CUSIP: 505597AD6<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     18000 | PA      | $15582.14     | 0.02%             | 2044-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44959.27     | 0.07%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP                                                                                                                                           | Entergy Corp                                                                                                                                           | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      1000 | PA      | $737.81       | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19764.08     | 0.03%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105019.20    | 0.16%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                                                                                             | Zoetis Inc                                                                                                                                             | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10202.23     | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                                                                                               | Everest Reinsurance Holdings Inc                                                                                                                       | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45604.78     | 0.07%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    144653 | PA      | $149281.92    | 0.23%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75941 | PA      | $77816.49     | 0.12%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                                                                                   | Verizon Master Trust                                                                                                                                   | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40511.13     | 0.06%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     59000 | PA      | $48832.19     | 0.08%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $868.46       | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                                                                                        | Eastern Energy Gas Holdings LLC                                                                                                                        | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52733.17     | 0.08%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| KEMPER CORP                                                                                                                                            | Kemper Corp                                                                                                                                            | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38816.83     | 0.06%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                                                                                                   | Adventist Health System/West                                                                                                                           | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |     10000 | PA      | $7061.69      | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $251933.60    | 0.39%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                                                                                       | Georgia Power Co                                                                                                                                       | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     81000 | PA      | $62137.34     | 0.10%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                                                                    | Southern California Edison Co                                                                                                                          | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94864.03     | 0.15%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800 | PA      | $2783.27      | 0.00%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                                                                                       | T-Mobile USA Inc                                                                                                                                       | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34076.74     | 0.05%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Taxable Build America Bonds Series 2010A                            | Municipal Electric Authority of Georgia, Plant Vogtle Units 3 & 4 Project J Bonds, Taxable Build America Bonds Series 2010A                            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     36000 | PA      | $39593.48     | 0.06%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $151190.00    | 0.24%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                                                                                               | AXIS Specialty Finance PLC                                                                                                                             | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7000 | PA      | $6958.26      | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                                                                                             | CNH Equipment Trust 2024-C                                                                                                                             | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50340.11     | 0.08%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101312.50    | 0.16%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                                                                                         | Starbucks Corp                                                                                                                                         | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     31000 | PA      | $21580.52     | 0.03%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-1                                                                                                                    | Dell Equipment Finance Trust 2025-1                                                                                                                    | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100383.32    | 0.16%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                                                                                        | Kreditanstalt fuer Wiederaufbau                                                                                                                        | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     20000 | PA      | $20729.08     | 0.03%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                                                                                         | Idaho Power Co                                                                                                                                         | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10345.97     | 0.02%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                                                                    | Constellation Energy Generation LLC                                                                                                                    | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54389.85     | 0.08%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                                                                                                  | Hyundai Auto Receivables Trust 2025-C                                                                                                                  | CUSIP: 44935JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $44969.12     | 0.07%             | 2032-01-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                                            | Oracle Corp                                                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47404.72     | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                                                                                                 | Commonwealth Edison Co                                                                                                                                 | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68113.95     | 0.11%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                                                                               | American Water Capital Corp                                                                                                                            | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16434.76     | 0.03%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                                                                                     | Valero Energy Corp                                                                                                                                     | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16214.04     | 0.03%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                                                                                         | Albemarle Corp                                                                                                                                         | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8860.78      | 0.01%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                                                                                | Federal Home Loan Banks                                                                                                                                | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24974.81     | 0.04%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                                                                                 | Hartford Insurance Group Inc/The                                                                                                                       | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52412.43     | 0.08%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38606.68     | 0.06%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8979.57      | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                                                                                                | Marathon Petroleum Corp                                                                                                                                | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11820.00     | 0.02%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                                                                               | Brighthouse Financial Inc                                                                                                                              | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14298.11     | 0.02%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                                                                                                                               | Aon Corp / Aon Global Holdings PLC                                                                                                                     | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     55000 | PA      | $57279.82     | 0.09%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Taxable Refunding Series 2021C                                                    | Dallas-Fort Worth International Airport, Texas, Joint Revenue Bonds, Taxable Refunding Series 2021C                                                    | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $29606.03     | 0.05%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                                                                                                   | Kyndryl Holdings Inc                                                                                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40176.85     | 0.06%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                                                                                        | CVS Health Corp                                                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89413.85     | 0.14%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    100070 | PA      | $97719.58     | 0.15%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2025-3                                                                                                    | American Credit Acceptance Receivables Trust 2025-3                                                                                                    | CUSIP: 02528EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50264.59     | 0.08%             | 2029-09-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     38000 | PA      | $35068.35     | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12523.03     | 0.02%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                                                                                               | Brighthouse Financial Inc                                                                                                                              | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39198.30     | 0.06%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    100938 | PA      | $96326.36     | 0.15%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                                                                                               | Johnson Controls International plc                                                                                                                     | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     12000 | PA      | $10559.21     | 0.02%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023BL8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14514.63     | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5852.24      | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $45816.38     | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52173.91     | 0.08%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                                                                                     | First Horizon Bank                                                                                                                                     | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10340.05     | 0.02%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     14000 | PA      | $10809.87     | 0.02%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC                                                                                                                                             | Biogen Inc                                                                                                                                             | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31550.26     | 0.05%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $103554.69    | 0.16%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5PF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    109487 | PA      | $103578.65    | 0.16%             | 2055-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                                                                                           | Stryker Corp                                                                                                                                           | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13751.95     | 0.02%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155870 | PA      | $139393.74    | 0.22%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $703992.18    | 1.10%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                                                                                      | Suncor Energy Inc                                                                                                                                      | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $18461.49     | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                                                                                                 | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30866.37     | 0.05%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                                                                                             | RenaissanceRe Holdings Ltd                                                                                                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $52365.86     | 0.08%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $304031.25    | 0.47%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21228 | PA      | $20570.86     | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University, General Receipts Bonds, Build America Taxable Bond Series 2010C                                                                 | Ohio State University, General Receipts Bonds, Build America Taxable Bond Series 2010C                                                                 | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     10000 | PA      | $9871.35      | 0.02%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     30000 | PA      | $30019.92     | 0.05%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                                                                | Piedmont Natural Gas Co Inc                                                                                                                            | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $86919.58     | 0.14%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52364.36     | 0.08%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                                                                                                     | Royalty Pharma PLC                                                                                                                                     | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $35264.16     | 0.06%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10341.60     | 0.02%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    153167 | PA      | $153368.39    | 0.24%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                                                                             | Southern California Gas Co                                                                                                                             | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51996.53     | 0.08%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-2                                                                                                               | GLS Auto Receivables Issuer Trust 2025-2                                                                                                               | CUSIP: 37989BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50253.56     | 0.08%             | 2029-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                                                                                                 | Equitable Holdings Inc                                                                                                                                 | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11031.44     | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                                                                                                     | Bain Capital Specialty Finance Inc                                                                                                                     | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39867.86     | 0.06%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $25371.82     | 0.04%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                                                                                                    | Carrier Global Corp                                                                                                                                    | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4525.30      | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     58000 | PA      | $61085.07     | 0.10%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                                                                                             | Intel Corp                                                                                                                                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86620.44     | 0.14%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    129000 | PA      | $109584.88    | 0.17%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                                                                                          | Oaktree Strategic Credit Fund                                                                                                                          | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10080.68     | 0.02%             | 2030-07-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                                                                                                                 | John Deere Owner Trust 2022                                                                                                                            | CUSIP: 47787JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96097 | PA      | $96012.47     | 0.15%             | 2029-01-16      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    185434 | PA      | $189555.41    | 0.30%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                                                                                           | Centene Corp                                                                                                                                           | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43029.01     | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                                                                                  | Vale Overseas Ltd                                                                                                                                      | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $21467.60     | 0.03%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                                                                                          | Allstate Corp/The                                                                                                                                      | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51871.56     | 0.08%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41856.92     | 0.07%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7837.56      | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356494 | PA      | $361839.90    | 0.57%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                                                                                        | Inter-American Development Bank                                                                                                                        | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50010.25     | 0.08%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                                                                                                 | Synovus Financial Corp                                                                                                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10343.95     | 0.02%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $354429.69    | 0.55%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                                                                                               | Western Alliance Bancorp                                                                                                                               | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9590.20      | 0.01%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 Mortgage Trust                                                                                                                            | BMO 2025-C11 Mortgage Trust                                                                                                                            | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $53145.56     | 0.08%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                                                                           | American Express Credit Account Master Trust                                                                                                           | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101254.54    | 0.16%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       600 | PA      | $591.10       | 0.00%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                                                                                        | McDonald's Corp                                                                                                                                        | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54589.78     | 0.09%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                                                                                    | Southern California Edison Co                                                                                                                          | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8816.71      | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     10000 | PA      | $10172.67     | 0.02%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                                                                                      | Iberdrola International BV                                                                                                                             | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |     18000 | PA      | $20459.64     | 0.03%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                                                                                        | Xcel Energy Inc                                                                                                                                        | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6406.18      | 0.01%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                                                                                           | VeriSign Inc                                                                                                                                           | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51209.66     | 0.08%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                                                       | MDC Holdings Inc                                                                                                                                       | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     33000 | PA      | $22209.65     | 0.03%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17250.01     | 0.03%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                                      | HSBC Holdings PLC                                                                                                                                      | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     56000 | PA      | $62479.90     | 0.10%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                                                                                       | Freddie Mac Pool                                                                                                                                       | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90382 | PA      | $93563.83     | 0.15%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                                                                                        | BANK5 2023-5YR3                                                                                                                                        | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $52922.00     | 0.08%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                                                                                            | Mercedes-Benz Auto Receivables Trust 2024-1                                                                                                            | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25448.84     | 0.04%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12470.62     | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City, New York, General Obligation Bonds, Taxable Fiscal 2025 Series C-2                                                                      | New York City, New York, General Obligation Bonds, Taxable Fiscal 2025 Series C-2                                                                      | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $49105.77     | 0.08%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1061.40      | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                                                                   | Royal Bank of Canada                                                                                                                                   | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9877.63      | 0.02%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                                                                                                           | Regions Bank/Birmingham AL                                                                                                                             | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10924.10     | 0.02%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                                                                                      | Golub Capital BDC Inc                                                                                                                                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31836.39     | 0.05%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HFF59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51002.84     | 0.08%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                                                                                                  | DuPont de Nemours Inc                                                                                                                                  | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5285.61      | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                                                                                                  | Enterprise Fleet Financing 2024-3 LLC                                                                                                                  | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27479 | PA      | $27615.28     | 0.04%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Markel Group Inc                                                                                                                                       | Markel Group Inc                                                                                                                                       | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20603.28     | 0.03%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418FCF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150149 | PA      | $149420.28    | 0.23%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                                                    | Fifth Third Bancorp                                                                                                                                    | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41584.45     | 0.06%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    196589 | PA      | $180973.36    | 0.28%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORM                                                                                                                               | Fidelity National Information Services Inc                                                                                                             | CUSIP: 31620MAZ9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43076.41     | 0.07%             | 2048-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                                                                                                  | Jackson Financial Inc                                                                                                                                  | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8075.72      | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                                                                                                   | Duke Energy Ohio Inc                                                                                                                                   | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7784.56      | 0.01%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      1000 | PA      | $664.27       | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                                             | Capital One Financial Corp                                                                                                                             | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11796.37     | 0.02%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $60909.38     | 0.10%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                                                                      | National Grid PLC                                                                                                                                      | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103866.50    | 0.16%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                                                                                        | CMS Energy Corp                                                                                                                                        | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55378.83     | 0.09%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                                                                                                | Dell International LLC / EMC Corp                                                                                                                      | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24271.69     | 0.04%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8879.86      | 0.01%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                                                                                             | Toyota Auto Receivables 2024-C Owner Trust                                                                                                             | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50486.72     | 0.08%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $248164.06    | 0.39%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                                                                                         | BBCMS Mortgage Trust 2022-C17                                                                                                                          | CUSIP: 054976AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97508.38     | 0.15%             | 2055-09-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51925 | PA      | $50352.33     | 0.08%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $23023.40     | 0.04%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $360500.00    | 0.56%             | 2045-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                                                                                       | Lazard Group LLC                                                                                                                                       | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21100.37     | 0.03%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201523.44    | 0.31%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                                                                                      | Ares Capital Corp                                                                                                                                      | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30811.37     | 0.05%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7225.22      | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-B                                                                                                         | Hyundai Auto Lease Securitization Trust 2025-B                                                                                                         | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100738.65    | 0.16%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     61000 | PA      | $45893.96     | 0.07%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                                                                                      | General Mills Inc                                                                                                                                      | CUSIP: 370334CH5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11213.85     | 0.02%             | 2038-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                                         | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62223.89     | 0.10%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                                                                     | Athene Holding Ltd                                                                                                                                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29875.30     | 0.05%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54558.40     | 0.09%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70078 | PA      | $65675.64     | 0.10%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                                                                                      | General Motors Co                                                                                                                                      | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51086.90     | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                                                                                                     | Panama Government International Bond                                                                                                                   | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $76215.00     | 0.12%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54615.20     | 0.09%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                                                   | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204660.00    | 0.32%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                                                                                 | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13694.10     | 0.02%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                                                                                                | Kinder Morgan Energy Partners LP                                                                                                                       | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23614.40     | 0.04%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                                                                                         | OneMain Financial Issuance Trust 2023-2                                                                                                                | CUSIP: 68269HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103313.70    | 0.16%             | 2036-09-15      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     99734 | PA      | $100640.02    | 0.16%             | 2055-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                                                                                      | Kinder Morgan Inc                                                                                                                                      | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7780.52      | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                                                                                           | GS Mortgage Securities Trust 2016-GS4                                                                                                                  | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176419 | PA      | $174639.22    | 0.27%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                                                                             | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $50460.68     | 0.08%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    197206 | PA      | $198958.63    | 0.31%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $158264.94    | 0.25%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                                                                                                    | Leggett & Platt Inc                                                                                                                                    | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     12000 | PA      | $7908.64      | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                                                                                     | VICI Properties LP                                                                                                                                     | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9472.57      | 0.01%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Missouri Health and Educational Facilities Authority, Revenue Bonds, Washington University, Series 2016B                                               | Missouri Health and Educational Facilities Authority, Revenue Bonds, Washington University, Series 2016B                                               | CUSIP: 60636AMS9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     21000 | PA      | $14533.62     | 0.02%             | 2051-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6002.91      | 0.01%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2862234.37   | 4.47%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                                       | Paramount Global                                                                                                                                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     24000 | PA      | $18971.19     | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V18 Mortgage Trust                                                                                                                      | Benchmark 2025-V18 Mortgage Trust                                                                                                                      | CUSIP: 08164EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $50466.67     | 0.08%             | 2058-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                                                                                            | Corning Inc                                                                                                                                            | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7899.00      | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                                                                             | Ares Strategic Income Fund                                                                                                                             | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50335.43     | 0.08%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1000 | PA      | $965.57       | 0.00%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                                                                                    | FS KKR Capital Corp                                                                                                                                    | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19641.66     | 0.03%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                                         | Morgan Stanley                                                                                                                                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1000 | PA      | $872.84       | 0.00%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21201.61     | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                                                                                                  | Flowserve Corp                                                                                                                                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9523.97      | 0.01%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                                                                                          | Oaktree Strategic Credit Fund                                                                                                                          | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10280.85     | 0.02%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9959.98      | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1147798.83   | 1.79%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $312361.33    | 0.49%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $214069.02    | 0.33%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                                                                                                     | Verizon Master Trust Series 2024-4                                                                                                                     | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45351.65     | 0.07%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101359.38    | 0.16%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5857.83      | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                                                                           | Synopsys Inc                                                                                                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50790.53     | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4358.44      | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                                                                                   | Verisk Analytics Inc                                                                                                                                   | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101953.13    | 0.16%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    226112 | PA      | $195851.94    | 0.31%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103996.73    | 0.16%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    195541 | PA      | $197248.64    | 0.31%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                                                                                                    | El Paso Electric Co                                                                                                                                    | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24121.66     | 0.04%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                                                                                                  | Lincoln National Corp                                                                                                                                  | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10751.64     | 0.02%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $45765.63     | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                                                                                 | BofA Auto Trust 2025-1                                                                                                                                 | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50256.94     | 0.08%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                                                                                               | Alexandria Real Estate Equities Inc                                                                                                                    | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15758.02     | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    363470 | PA      | $302427.78    | 0.47%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     93000 | PA      | $72354.00     | 0.11%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60790.88     | 0.09%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                                                                               | Santander UK Group Holdings PLC                                                                                                                        | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29354.21     | 0.05%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9050.64      | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5992.10      | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                                                               | Willis North America Inc                                                                                                                               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63969.42     | 0.10%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    173272 | PA      | $144189.44    | 0.23%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                                                                                                    | Public Service Enterprise Group Inc                                                                                                                    | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51556.07     | 0.08%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                                                                                       | Republic of Poland Government International Bond                                                                                                       | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     60000 | PA      | $61633.45     | 0.10%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                                                                                                  | Stifel Financial Corp                                                                                                                                  | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11746.15     | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                                                                                               | Triton Container International Ltd / TAL International Container Corp                                                                                  | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      4000 | PA      | $3584.94      | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7881.44      | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200728.12    | 0.31%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                                                                                      | Sysco Corp                                                                                                                                             | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10048.56     | 0.02%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11039.74     | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                                                                         | Hyundai Auto Receivables Trust 2022-B                                                                                                                  | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       190 | PA      | $189.52       | 0.00%             | 2026-11-16      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104220.75    | 0.16%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $147931.64    | 0.23%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                                                                                           | Assurant Inc                                                                                                                                           | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8793.50      | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72225.56     | 0.11%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100099.44    | 0.16%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6810.18      | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1000 | PA      | $643.05       | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                                                                                               | American Financial Group Inc/OH                                                                                                                        | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8522.85      | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                                                                                          | Comerica Bank                                                                                                                                          | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100428.54    | 0.16%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                                                                                                | Spectra Energy Partners LP                                                                                                                             | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25992.98     | 0.04%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                                                                                        | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75127 | PA      | $76961.86     | 0.12%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    141873 | PA      | $146284.85    | 0.23%             | 2055-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                                                                                           | NNN REIT Inc                                                                                                                                           | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7002.83      | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                                                                                      | Union Electric Co                                                                                                                                      | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63945.55     | 0.10%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                                                                                               | FactSet Research Systems Inc                                                                                                                           | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18468.85     | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                                                                                      | Benchmark 2025-V15 Mortgage Trust                                                                                                                      | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $105567.29    | 0.16%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                                                                                               | Everest Reinsurance Holdings Inc                                                                                                                       | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7065.69      | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                                                                                            | BMO 2023-5C2 Mortgage Trust                                                                                                                            | CUSIP: 05610QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $47481.78     | 0.07%             | 2056-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $35418.44     | 0.06%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                                                                               | Corebridge Financial Inc                                                                                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45349.86     | 0.07%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                                                                                          | Owens Corning                                                                                                                                          | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11473.80     | 0.02%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                                                                              | Amgen Inc                                                                                                                                              | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37916.38     | 0.06%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| ITC HOLDINGS CORP                                                                                                                                      | ITC Holdings Corp                                                                                                                                      | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      1000 | PA      | $965.41       | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                                                                                              | Arizona Public Service Co                                                                                                                              | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157728.54    | 0.25%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    158000 | PA      | $120552.46    | 0.19%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                                                                                       | Ventas Realty LP                                                                                                                                       | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10027.08     | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $47844.22     | 0.07%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                                                                                          | Chase Auto Owner Trust 2024-3                                                                                                                          | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50589.96     | 0.08%             | 2029-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                                                                                                 | Barrick North America Finance LLC                                                                                                                      | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11328.46     | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                                                                                   | Freeport-McMoRan Inc                                                                                                                                   | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10314.93     | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10221.26     | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                                                                                             | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225562.33    | 0.35%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                                                                                                    | Global Payments Inc                                                                                                                                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6057.13      | 0.01%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport, Joint Revenue Bonds, Taxable Improvement Series 2022A                                                         | Dallas Fort Worth International Airport, Texas, Joint Revenue Bonds Taxable Improvement Series 2022A                                                   | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $17815.08     | 0.03%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4217.97      | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14960.84     | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1000 | PA      | $879.46       | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                                                                                              | GATX Corp                                                                                                                                              | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41976.61     | 0.07%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                                                                                        | Capital One Prime Auto Receivables Trust 2024-1                                                                                                        | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $30229.51     | 0.05%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Florida State Board of Administration Finance Corporation, Revenue Bonds, Taxable, Series 2024A                                                        | Florida State Board of Administration Finance Corporation, Revenue Bonds, Taxable, Series 2024A                                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     20000 | PA      | $21008.78     | 0.03%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                                                                                    | Dominion Energy Inc                                                                                                                                    | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $229035.71    | 0.36%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 Mortgage Trust                                                                                                                           | BMO 2025-5C10 Mortgage Trust                                                                                                                           | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52197.28     | 0.08%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                                                                                       | Crown Castle Inc                                                                                                                                       | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8789.28      | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                                                                                                  | Evergy Kansas Central Inc                                                                                                                              | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42201.13     | 0.07%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180ACB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     80918 | PA      | $82441.84     | 0.13%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                                                                                              | ORIX Corp                                                                                                                                              | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $9711.47      | 0.02%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                                                                                               | Martin Marietta Materials Inc                                                                                                                          | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      1000 | PA      | $688.56       | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                                                                                                   | Westpac Banking Corp                                                                                                                                   | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     27000 | PA      | $24335.80     | 0.04%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $203382.81    | 0.32%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5259.53      | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                                                                                                 | Old Republic International Corp                                                                                                                        | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7351.48      | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                                                                                                 | Potomac Electric Power Co                                                                                                                              | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8608.90      | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                                                                                                | Delmarva Power & Light Co                                                                                                                              | CUSIP: 247109BR1<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10961.47     | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                                                                                                 | Diamondback Energy Inc                                                                                                                                 | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     36000 | PA      | $28359.57     | 0.04%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Greater Metropolitan Water Reclamation District, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2009                  | Chicago Greater Metropolitan Water Reclamation District, Illinois, General Obligation Bonds, Build America Taxable Bonds, Series 2009                  | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     10000 | PA      | $10529.09     | 0.02%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5579.20      | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                                                                               | Avis Budget Rental Car Funding AESOP LLC                                                                                                               | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99797.66     | 0.16%             | 2030-02-20      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                                                                                               | Willis North America Inc                                                                                                                               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14097.57     | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                                                                                                 | Zimmer Biomet Holdings Inc                                                                                                                             | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6275.64      | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                                                                             | Unum Group                                                                                                                                             | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41025.65     | 0.06%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                                                                        | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9998.05      | 0.02%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                                                 | Sempra                                                                                                                                                 | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     38000 | PA      | $32624.03     | 0.05%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40597.73     | 0.06%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                                                                                              | Aptiv Swiss Holdings Ltd                                                                                                                               | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |     13000 | PA      | $8466.08      | 0.01%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    275000 | PA      | $280328.13    | 0.44%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $294025.83    | 0.46%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                                                                                 | Verizon Communications Inc                                                                                                                             | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46706.55     | 0.07%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                                                                                               | Dayton Power & Light Co/The                                                                                                                            | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52809.32     | 0.08%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     43000 | PA      | $43760.22     | 0.07%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2800 | PA      | $2747.08      | 0.00%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                                                                                        | BANK 2024-BNK47                                                                                                                                        | CUSIP: 06540GAR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $160242.93    | 0.25%             | 2057-06-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    260000 | PA      | $232388.00    | 0.36%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                                                                                                   | Southern Copper Corp                                                                                                                                   | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11894.29     | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                                                                            | MetLife Inc                                                                                                                                            | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106025.10    | 0.17%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1000 | PA      | $1014.50      | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7766                                                                                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    356436 | PA      | $296574.89    | 0.46%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                                                                                      | National Grid USA                                                                                                                                      | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12517.92     | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                                                                                                   | Republic of Italy Government International Bond                                                                                                        | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     60000 | PA      | $46307.56     | 0.07%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                                                                      | Ares Capital Corp                                                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9860.25      | 0.02%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                                                                                          | Interstate Power and Light Co                                                                                                                          | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130365.73    | 0.20%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                                                                              | HA Sustainable Infrastructure Capital Inc                                                                                                              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20204.54     | 0.03%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                                                                                              | Timken Co/The                                                                                                                                          | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47941.40     | 0.07%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     92843 | PA      | $93736.24     | 0.15%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                                                                                       | Duke Energy Corp                                                                                                                                       | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1000 | PA      | $903.21       | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-A                                                                                                                   | Barings Equipment Finance LLC 2025-A                                                                                                                   | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $51079.61     | 0.08%             | 2032-08-13      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| VALE CANADA LTD                                                                                                                                        | Vale Canada Ltd                                                                                                                                        | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $66918.00     | 0.10%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                                                                                               | Citizens Financial Group Inc                                                                                                                           | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11042.74     | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                                                                                                     | Southwest Gas Corp                                                                                                                                     | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36531.42     | 0.06%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                                                                                                 | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     24000 | PA      | $24094.02     | 0.04%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                                                                                               | American Water Capital Corp                                                                                                                            | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13901.12     | 0.02%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     41000 | PA      | $32834.54     | 0.05%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |     70000 | PA      | $71996.42     | 0.11%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                                                                                     | Cenovus Energy Inc                                                                                                                                     | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4877.69      | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99648.44     | 0.16%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                                                                                                 | Regions Financial Corp                                                                                                                                 | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31866.31     | 0.05%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22546.18     | 0.04%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-1                                                                                                                       | Kubota Credit Owner Trust 2025-1                                                                                                                       | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101412.54    | 0.16%             | 2029-06-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $45828.14     | 0.07%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                                                                                               | Constellation Energy Generation LLC                                                                                                                    | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53404.46     | 0.08%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                                                                                                  | Tennessee Valley Authority                                                                                                                             | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |      9000 | PA      | $9610.48      | 0.02%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228629.31    | 0.36%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                                            | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50339.07     | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                                                                                                | Southern Co Gas Capital Corp                                                                                                                           | CUSIP: 001192AD5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53563.92     | 0.08%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                                                                                                  | Norfolk Southern Corp                                                                                                                                  | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     28000 | PA      | $20810.56     | 0.03%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $452441.56    | 0.71%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505683.60    | 0.79%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $248564.45    | 0.39%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority, Illinois, Sales and Transfer Tax Receipts Revenue Bonds, Pension Funding Taxable Series 2008B                               | Chicago Transit Authority, Illinois, Sales and Transfer Tax Receipts Revenue Bonds, Pension Funding Taxable Series 2008B                               | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     28157 | PA      | $31866.18     | 0.05%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                                                                                              | Mylan Inc                                                                                                                                              | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16309.95     | 0.03%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System, Revenue Financing System Bonds, Green Series 2016B                                                 | Board of Regents of the University of Texas System, Revenue Financing System Bonds, Green Series 2016B                                                 | CUSIP: 91514ADE2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     60000 | PA      | $50957.81     | 0.08%             | 2046-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QAN8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41521.46     | 0.06%             | 2049-07-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Taxable Various Purpose Series 2018                                                                        | California State, General Obligation Bonds, Taxable Various Purpose Series 2018                                                                        | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $71441.75     | 0.11%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                                                                                             | Federal National Mortgage Association                                                                                                                  | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      1000 | PA      | $983.38       | 0.00%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                                                                                                | Canadian Natural Resources Ltd                                                                                                                         | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $24276.18     | 0.04%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    106408 | PA      | $101451.88    | 0.16%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                                                                           | Discovery Communications LLC                                                                                                                           | CUSIP: 25470DBU2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34985.00     | 0.05%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1164375.00   | 1.82%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                                                                                         | Lowe's Cos Inc                                                                                                                                         | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97026.16     | 0.15%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                                                                                                | Jefferies Financial Group Inc                                                                                                                          | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43212.94     | 0.07%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                                                                                 | Hartford Insurance Group Inc/The                                                                                                                       | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13052.16     | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                                                                               | Constellation Brands Inc                                                                                                                               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9372.00      | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                                                                                               | Occidental Petroleum Corp                                                                                                                              | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7924.92      | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $168450.00    | 0.26%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                                                                                             | CNH Equipment Trust 2023-B                                                                                                                             | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84716 | PA      | $85907.47     | 0.13%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                                                                                   | Western Union Co/The                                                                                                                                   | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17894.75     | 0.03%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                                         | Wells Fargo Commercial Mortgage Trust 2024-5C1                                                                                                         | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209598.96    | 0.33%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                                                                                               | Stanley Black & Decker Inc                                                                                                                             | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8758.31      | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority, Kansas, Revenue Bonds, State of Kansas KPERS Projects, Taxable Series 2021K                                      | Kansas Development Finance Authority, Kansas, Revenue Bonds, State of Kansas KPERS Projects, Taxable Series 2021K                                      | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     20000 | PA      | $14518.36     | 0.02%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                                                                                               | World Omni Auto Receivables Trust 2024-B                                                                                                               | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50443.26     | 0.08%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                                               | Devon Energy Corp                                                                                                                                      | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18300.61     | 0.03%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26347.78     | 0.04%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Plancon Program, Taxable Series 2018A                                 | Commonwealth Financing Authority, Pennsylvania, State Appropriation Lease Bonds, Plancon Program, Taxable Series 2018A                                 | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6000 | PA      | $5571.42      | 0.01%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     99857 | PA      | $97510.51     | 0.15%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                                                                                | Goldman Sachs Group Inc/The                                                                                                                            | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47487.48     | 0.07%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                                                                                               | Trane Technologies Holdco Inc                                                                                                                          | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4215.56      | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                                                                                                     | Republic of Poland Government International Bond                                                                                                       | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     30000 | PA      | $29572.87     | 0.05%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                                                                               | First-Citizens Bank & Trust Co                                                                                                                         | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10355.26     | 0.02%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                                                                                               | RTX Corp                                                                                                                                               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8861.79      | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                                                                                                | Fidelity National Financial Inc                                                                                                                        | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6440.14      | 0.01%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    109910 | PA      | $98803.87     | 0.15%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                                                                                             | Exeter Automobile Receivables Trust 2024-4                                                                                                             | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50206.22     | 0.08%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                                                                                          | Citigroup Inc                                                                                                                                          | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9746.41      | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17946.06     | 0.03%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                                                                                    | Cardinal Health Inc                                                                                                                                    | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8628.42      | 0.01%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                                                                                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204091.96    | 0.32%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                                                                   | Kraft Heinz Foods Co                                                                                                                                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22764.34     | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                                                   | Bank of America Corp                                                                                                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51260.98     | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    147073 | PA      | $151650.06    | 0.24%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                                                                                | HCA Inc                                                                                                                                                | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6926.32      | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                                                                                       | Welltower OP LLC                                                                                                                                       | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28929.17     | 0.05%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                                                     | Banco Santander SA                                                                                                                                     | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $114622.91    | 0.18%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2003125.00   | 3.13%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                                                                           | Enbridge Inc                                                                                                                                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $22994.72     | 0.04%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48698.16     | 0.08%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                                                                                               | APA Corp                                                                                                                                               | CUSIP: 03743QAG3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59535.60     | 0.09%             | 2037-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    118132 | PA      | $120450.86    | 0.19%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    243000 | PA      | $205637.13    | 0.32%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                                                                                               | Affiliated Managers Group Inc                                                                                                                          | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9507.22      | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                                                                                          | AEP Texas Inc                                                                                                                                          | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93029.78     | 0.15%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20934.39     | 0.03%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| MONTEFIORE OBLIGATED GRP                                                                                                                               | Montefiore Obligated Group                                                                                                                             | CUSIP: 61237WAE6<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25271.94     | 0.04%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                                                                                                 | Oaktree Specialty Lending Corp                                                                                                                         | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9698.88      | 0.02%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                                                                                                 | Indiana Michigan Power Co                                                                                                                              | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76952.65     | 0.12%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                                                        | Southern Co/The                                                                                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84434.31     | 0.13%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                                                                                | Arthur J Gallagher & Co                                                                                                                                | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50484.68     | 0.08%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                                                                                 | Santander Holdings USA Inc                                                                                                                             | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $976.46       | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C34                                                                                                                         | BBCMS Mortgage Trust 2025-5C34                                                                                                                         | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52447.48     | 0.08%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6416.91      | 0.01%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                                                                                       | Enstar Group Ltd                                                                                                                                       | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     13000 | PA      | $11648.75     | 0.02%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                                                                                                    | LYB International Finance BV                                                                                                                           | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     29000 | PA      | $25851.37     | 0.04%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                                                                                       | Peruvian Government International Bond                                                                                                                 | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5000 | PA      | $2809.75      | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                                                                                          | Westlake Corp                                                                                                                                          | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     23000 | PA      | $14495.90     | 0.02%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp                                                                                                                                  | Independent Bank Corp                                                                                                                                  | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10358.50     | 0.02%             | 2035-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                                                                                                | Public Service Electric and Gas Co                                                                                                                     | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25060.16     | 0.04%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                                                                                                | AEP Transmission Co LLC                                                                                                                                | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49671.81     | 0.08%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $38835.65     | 0.06%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7589                                                                                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    106207 | PA      | $91968.54     | 0.14%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    209245 | PA      | $194981.82    | 0.30%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      1000 | PA      | $973.85       | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                                                                                   | Panama Government International Bond                                                                                                                   | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $234530.00    | 0.37%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                                                                                       | Deutsche Bank AG/New York NY                                                                                                                           | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      4000 | PA      | $3919.62      | 0.01%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                                                                                 | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    106000 | PA      | $91238.68     | 0.14%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                                                                                                 | Carvana Auto Receivables Trust 2024-P3                                                                                                                 | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50247.14     | 0.08%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| The Rector and Visitors of the University of Virginia, General Revenue Bonds, Taxable Pledge and Refunding Series 2020                                 | The Rector and Visitors of the University of Virginia, General Revenue Bonds, Taxable Pledge and Refunding Series 2020                                 | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     93000 | PA      | $55835.76     | 0.09%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                                                                                                     | Sonoco Products Co                                                                                                                                     | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10193.76     | 0.02%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35777.28     | 0.06%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                                                                                         | Fairfax Financial Holdings Ltd                                                                                                                         | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10311.48     | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                                                                                                 | CenterPoint Energy Inc                                                                                                                                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85689.68     | 0.13%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112374 | PA      | $95904.94     | 0.15%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                                                                               | Benchmark 2021-B27 Mortgage Trust                                                                                                                      | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $111725.25    | 0.17%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                                                                                | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15472.42     | 0.02%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Subordinate Lien, Build America Federally Taxable Bond Series  | Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Subordinate Lien, Build America Federally Taxable Bond Series  | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     16000 | PA      | $18413.58     | 0.03%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport, Joint Revenue Bonds, Taxable Improvement Series 2022A                                                         | Dallas Fort Worth International Airport, Texas, Joint Revenue Bonds Taxable Improvement Series 2022A                                                   | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $16884.70     | 0.03%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                                                                                       | Hewlett Packard Enterprise Co                                                                                                                          | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10423.32     | 0.02%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                                                                       | Berry Global Inc                                                                                                                                       | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20891.44     | 0.03%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| University of Michigan, General Revenue Bonds, Series 2022A                                                                                            | University of Michigan, General Revenue Bonds, Series 2022A                                                                                            | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $22842.79     | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                                                                                        | San Diego Gas & Electric Co                                                                                                                            | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40818.41     | 0.06%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2021C                                   | Dormitory Authority of the State of New York, State Personal Income Tax Revenue Bonds, General Purpose, Series 2021C                                   | CUSIP: 64990FE42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      1000 | PA      | $854.76       | 0.00%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                                                                                                                     | Ally Auto Receivables Trust 2025-1                                                                                                                     | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50016.66     | 0.08%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                                                                                                    | Kimco Realty OP LLC                                                                                                                                    | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     12000 | PA      | $10261.62     | 0.02%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                                                                                      | Chile Government International Bond                                                                                                                    | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1000 | PA      | $821.10       | 0.00%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                                                                                            | Exelon Corp                                                                                                                                            | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19722.98     | 0.03%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                                                                                            | Pacific Gas and Electric Co                                                                                                                            | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $122071.50    | 0.19%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Illinois State, General Obligation Bonds, Pension Funding Series 2003                                                                                  | Illinois State, General Obligation Bonds, Pension Funding Series 2003                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       873 | PA      | $891.79       | 0.00%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39950 | PA      | $37271.60     | 0.06%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                                                                                         | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137FXZ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182025 | PA      | $170674.99    | 0.27%             | 2030-11-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                                                                                         | Virginia Electric and Power Co                                                                                                                         | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28922.64     | 0.05%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                                                                               | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                                                              | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5037.23      | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                                                                                       | BAT Capital Corp                                                                                                                                       | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37255.78     | 0.06%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C36                                                                                                                         | BBCMS Mortgage Trust 2025-5C36                                                                                                                         | CUSIP: 05556CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51252.53     | 0.08%             | 2058-08-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                                                                                | CNO Financial Group Inc                                                                                                                                | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8128.39      | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150451 | PA      | $150414.67    | 0.23%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150111.33    | 0.23%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                                                                                        | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3600 | PA      | $3500.30      | 0.01%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                                      | Eversource Energy                                                                                                                                      | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49826.93     | 0.08%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                                                                                 | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    129000 | PA      | $132134.35    | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Build America Taxable Bond Series 2010                                                     | California State, General Obligation Bonds, Various Purpose Build America Taxable Bond Series 2010                                                     | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $60944.41     | 0.10%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                                                                                     | Enact Holdings Inc                                                                                                                                     | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10465.74     | 0.02%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | California State, General Obligation Bonds, Various Purpose Taxable Series 2018                                                                        | CUSIP: 13063EMJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $15274.66     | 0.02%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                                                                                             | Fiserv Inc                                                                                                                                             | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41229.00     | 0.06%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                                                                                              | Potomac Electric Power Co                                                                                                                              | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99793.98     | 0.16%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                                                                               | Baxter International Inc                                                                                                                               | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14466.76     | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31526 | PA      | $30493.34     | 0.05%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100421.88    | 0.16%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority, Pennslyvania, Revenue Bonds, Taxable Series 2021A                                                                    | Commonwealth Financing Authority, Pennsylvania, Revenue Bonds Taxable Series 2021A                                                                     | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $15497.88     | 0.02%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                                                                                                   | BA Credit Card Trust                                                                                                                                   | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |     15000 | PA      | $15182.41     | 0.02%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                                                                                           | Moody's Corp                                                                                                                                           | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30625.52     | 0.05%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool MA7989                                                                                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    147841 | PA      | $136112.21    | 0.21%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP CORP III                                                                                                                                  | Blue Owl Capital Corp                                                                                                                                  | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48717.17     | 0.08%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    457336 | PA      | $396022.61    | 0.62%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                                                                                       | United States Treasury Note/Bond                                                                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $52156.25     | 0.08%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                                                                                                 | Hartford Insurance Group Inc/The                                                                                                                       | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11409.58     | 0.02%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                                                                                           | GM Financial Automobile Leasing Trust 2024-1                                                                                                           | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70979 | PA      | $71163.32     | 0.11%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                                                                                               | Packaging Corp of America                                                                                                                              | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1973.96      | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                                                                                     | Conagra Brands Inc                                                                                                                                     | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10584.51     | 0.02%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                                                                                         | BankUnited Inc                                                                                                                                         | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20917.50     | 0.03%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                                                                               | Capital One Financial Corp                                                                                                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39927.71     | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52273.89     | 0.08%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                                                                                                  | Indonesia Government International Bond                                                                                                                | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     10000 | PA      | $8317.47      | 0.01%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                                                                                                 | PPL Electric Utilities Corp                                                                                                                            | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58656.01     | 0.09%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                                                                                   | PNC Financial Services Group Inc/The                                                                                                                   | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31351.08     | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                                                                                    | Nomura Holdings Inc                                                                                                                                    | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      4000 | PA      | $3808.38      | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                                                | MPLX LP                                                                                                                                                | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29014.09     | 0.05%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Harley-Davidson Motorcycle Trust 2025-A                                                                                                                | Harley-Davidson Motorcycle Trust 2025-A                                                                                                                | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50599.83     | 0.08%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| San Antonio, Texas, Electric and Gas System Revenue Bonds, Build America Taxable Bond Series 2010A                                                     | San Antonio, Texas, Electric and Gas System Revenue Bonds, Build America Taxable Bond Series 2010A                                                     | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     20000 | PA      | $20728.04     | 0.03%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                                                                                                 | International Paper Co                                                                                                                                 | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16148.03     | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                                                                                | Public Service Co of Colorado                                                                                                                          | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68539.73     | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                                                                                                   | Boston Properties LP                                                                                                                                   | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32315.28     | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                                                                                       | Black Hills Corp                                                                                                                                       | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8090.99      | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                                                                                  | Aon North America Inc                                                                                                                                  | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100991.23    | 0.16%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5AY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    174961 | PA      | $160206.71    | 0.25%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                                                                                                | Transcontinental Gas Pipe Line Co LLC                                                                                                                  | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $28224.19     | 0.04%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                                                                                               | Aon Corp / Aon Global Holdings PLC                                                                                                                     | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      1000 | PA      | $899.14       | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2021F-3                                                 | Bay Area Toll Authority, California, Revenue Bonds, San Francisco Bay Area Toll Bridge, Series 2021F-3                                                 | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     18000 | PA      | $12700.38     | 0.02%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                                                                                             | FedEx Corp                                                                                                                                             | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17308.04     | 0.03%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                                                                                  | Oglethorpe Power Corp                                                                                                                                  | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59428.76     | 0.09%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                                                                                                    | Sherwin-Williams Co/The                                                                                                                                | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8349.35      | 0.01%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22452.06     | 0.04%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                                                                                                 | Blue Owl Credit Income Corp                                                                                                                            | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13946.74     | 0.02%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19429.47     | 0.03%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                                                                                           | Newmont Corp                                                                                                                                           | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10842.43     | 0.02%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                                                                                                | Philippine Government International Bond                                                                                                               | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     20000 | PA      | $22563.99     | 0.04%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                                                                                            | Nutrien Ltd                                                                                                                                            | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $7745.20      | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                                                                                        | Blackstone Secured Lending Fund                                                                                                                        | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20215.40     | 0.03%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $35933.50     | 0.06%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                                              | Orange SA                                                                                                                                              | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     14000 | PA      | $13900.42     | 0.02%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                                                                                              | Kroger Co/The                                                                                                                                          | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72035.47     | 0.11%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                                                                                                    | Eastman Chemical Co                                                                                                                                    | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8583.67      | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                                                                                                | Newmont Corp / Newcrest Finance Pty Ltd                                                                                                                | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8409.67      | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40492.22     | 0.06%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                                                                                          | Sixth Street Lending Partners                                                                                                                          | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20555.72     | 0.03%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| INGERSOLL-RAND GL HLD CO                                                                                                                               | Trane Technologies Holdco Inc                                                                                                                          | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8517.02      | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                                                     | Energy Transfer LP                                                                                                                                     | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108219.80    | 0.17%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                                                                                               | Canadian Pacific Railway Co                                                                                                                            | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9914.75      | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    109794 | PA      | $100533.67    | 0.16%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                                                                                                  | Mexico Government International Bond                                                                                                                   | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    120000 | PA      | $98226.00     | 0.15%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V7 Mortgage Trust                                                                                                                       | Benchmark 2024-V7 Mortgage Trust                                                                                                                       | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $105579.34    | 0.16%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                                                                                              | Boeing Co/The                                                                                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66278.83     | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                                                                                       | FirstEnergy Corp                                                                                                                                       | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36123.79     | 0.06%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                                                    | NextEra Energy Capital Holdings Inc                                                                                                                    | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106942.30    | 0.17%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                                                                                                    | Moody's Corp                                                                                                                                           | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30846.87     | 0.05%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5A66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    131563 | PA      | $135699.52    | 0.21%             | 2054-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                                                                                                   | Chase Issuance Trust                                                                                                                                   | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100869.84    | 0.16%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                                                                                     | Ally Financial Inc                                                                                                                                     | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $63497.96     | 0.10%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                                                                                       | MDC Holdings Inc                                                                                                                                       | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28267.66     | 0.04%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                                                                                                    | Dollar General Corp                                                                                                                                    | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5529.30      | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                                                                                                    | Ford Credit Auto Lease Trust 2024-B                                                                                                                    | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50321.33     | 0.08%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                                                                                            | Hexcel Corp                                                                                                                                            | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20926.59     | 0.03%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                                                                                                | Piedmont Natural Gas Co Inc                                                                                                                            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     11000 | PA      | $7750.61      | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                                                                                                | Fidelity National Financial Inc                                                                                                                        | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19954.95     | 0.03%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                                                                                             | Fannie Mae Pool                                                                                                                                        | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215057 | PA      | $175677.14    | 0.27%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                                                                                                 | Blackstone Private Credit Fund                                                                                                                         | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19432.01     | 0.03%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                                                                                                | Fidelity National Information Services Inc                                                                                                             | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38549.47     | 0.06%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                                                                                         | Morgan Stanley Capital I Trust 2021-L5                                                                                                                 | CUSIP: 61691YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234188 | PA      | $229477.45    | 0.36%             | 2054-05-15      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                                                                                         | BorgWarner Inc                                                                                                                                         | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6833.02      | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                                                                                         | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    207445 | PA      | $186522.91    | 0.29%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                                                                                         | Nissan Auto Lease Trust 2025-A                                                                                                                         | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50621.90     | 0.08%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                                                                             | Ford Credit Floorplan Master Owner Trust A                                                                                                             | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50724.28     | 0.08%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                                                                                      | Ares Capital Corp                                                                                                                                      | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50387.72     | 0.08%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                                                                                                | Southern Co Gas Capital Corp                                                                                                                           | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    101000 | PA      | $85660.55     | 0.13%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                                                                                     | Ginnie Mae II Pool                                                                                                                                     | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    192635 | PA      | $196376.57    | 0.31%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                                                                                                    | American International Group Inc                                                                                                                       | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44960.32     | 0.07%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                                                                                                  | Entergy Louisiana LLC                                                                                                                                  | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90662.24     | 0.14%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                                                                                         | Air Lease Corp                                                                                                                                         | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6823.64      | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HHW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $30240.13     | 0.05%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                                                                               | Charter Communications Operating LLC / Charter Communications Operating Capital                                                                        | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $707.79       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                                                                                     | BMO Mortgage Trust                                                                                                                                     | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103089.48    | 0.16%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                                                                                           | NiSource Inc                                                                                                                                           | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20985.23     | 0.03%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                                                                                               | AT&T Inc                                                                                                                                               | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $71208.68     | 0.11%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                                                                                                    | Dow Chemical Co/The                                                                                                                                    | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18930.31     | 0.03%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | Freddie Mac Multifamily Structured Pass Through Certificates                                                                                           | CUSIP: 3137HKQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203491.44    | 0.32%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                                               | Lloyds Banking Group PLC                                                                                                                               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $148638.94    | 0.23%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                                                                                       | Altria Group Inc                                                                                                                                       | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35015.49     | 0.05%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting